+32,355.3%
AVGO vs NEM
+331.4%
+32,023.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.8% | +3.8% | +3.1% |
| 7D | -0.3% | +3.9% | -4.2% | -0.9% |
| 30D | -13.8% | +12.7% | -26.6% | -15.6% |
| 3M | -6.9% | +28.7% | -35.6% | -10.7% |
| 6M | +11.9% | +9.8% | +2.2% | +9.6% |
| YTD | +6.9% | +28.1% | -21.2% | +1.9% |
| 1Y | +7.4% | +69.3% | -61.9% | -1.8% |
| 3Y | +345.6% | +247.7% | +97.9% | +265.4% |
| 5Y | +718.9% | +153.4% | +565.5% | +587.2% |
| 10Y | +2,755.4% | +291.3% | +2,464.1% | +2,141.9% |
| All | +32,355.3% | +331.4% | +32,023.9% | +24,235.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded NEM 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling