+278.5%
AVGO vs NSC
+77.7%
+200.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.6% | -3.2% | -4.4% |
| 7D | +18.2% | +2.5% | +15.7% | +17.6% |
| 30D | +0.2% | +1.7% | -1.5% | 0.0% |
| 3M | -16.8% | -2.6% | -14.2% | -16.3% |
| 6M | -16.5% | +6.4% | -22.9% | -18.0% |
| YTD | +0.8% | +15.5% | -14.7% | -3.8% |
| 1Y | +2.8% | +17.6% | -14.8% | -2.6% |
| 3Y | +278.5% | +75.0% | +203.6% | +215.2% |
| All | +278.5% | +77.7% | +200.8% | +215.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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