+711.1%
AVGO vs NEM
+156.0%
+555.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.4% |
| 7D | -0.8% | +3.1% | -3.8% | -1.4% |
| 30D | -13.7% | +10.0% | -23.7% | -15.6% |
| 3M | -6.9% | +30.9% | -37.8% | -12.3% |
| 6M | +5.8% | +10.5% | -4.8% | +2.6% |
| YTD | +5.7% | +29.7% | -24.1% | -1.2% |
| 1Y | +9.0% | +71.1% | -62.1% | -3.6% |
| 3Y | +340.5% | +252.1% | +88.4% | +244.0% |
| 5Y | +711.1% | +157.7% | +553.3% | +544.5% |
| All | +711.1% | +156.0% | +555.1% | +544.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling