+31,416.6%
AVGO vs NEM
+334.8%
+31,081.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.5% |
| 7D | -3.0% | +0.3% | -3.2% | -3.0% |
| 30D | -14.4% | +23.1% | -37.5% | -17.3% |
| 3M | -14.4% | +18.5% | -32.9% | -16.9% |
| 6M | +13.1% | +7.8% | +5.3% | +11.1% |
| YTD | +3.8% | +29.1% | -25.3% | -1.1% |
| 1Y | +17.8% | +72.7% | -54.9% | +7.4% |
| 3Y | +325.3% | +248.7% | +76.5% | +248.5% |
| 5Y | +689.9% | +148.7% | +541.2% | +564.3% |
| 10Y | +2,597.0% | +304.8% | +2,292.2% | +2,008.9% |
| All | +31,416.6% | +334.8% | +31,081.8% | +23,504.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling