+345.6%
AVGO vs IBM
+72.8%
+272.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.2% | +4.2% | +3.3% |
| 7D | -0.3% | +0.3% | -0.6% | -0.4% |
| 30D | -13.8% | -1.5% | -12.4% | -13.6% |
| 3M | -6.9% | -16.8% | +9.8% | -4.2% |
| 6M | +11.9% | -9.0% | +21.0% | +11.0% |
| YTD | +6.9% | -20.1% | +26.9% | +11.3% |
| 1Y | +7.4% | -7.0% | +14.4% | +3.7% |
| 3Y | +345.6% | +72.4% | +273.2% | +248.5% |
| All | +345.6% | +72.8% | +272.8% | +248.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBM.
Daily Out/Under-Performance
Portfolio return minus IBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IBM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling