+32,043.9%
AVGO vs NOC
+1,755.4%
+30,288.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.3% | +5.9% | +5.6% |
| 7D | +25.0% | +4.5% | +20.4% | +23.4% |
| 30D | +2.0% | +14.1% | -12.1% | -2.3% |
| 3M | -12.3% | -4.5% | -7.8% | -11.5% |
| 6M | -12.8% | -0.8% | -12.0% | -13.6% |
| YTD | +5.9% | -2.5% | +8.4% | +4.0% |
| 1Y | +3.3% | -0.1% | +3.4% | +0.5% |
| 3Y | +293.1% | +24.6% | +268.5% | +239.0% |
| 5Y | +606.7% | +65.6% | +541.1% | +409.6% |
| 10Y | +2,733.6% | +160.5% | +2,573.0% | +1,345.3% |
| All | +32,043.9% | +1,755.4% | +30,288.6% | +4,437.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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