+711.1%
AVGO vs NSC
+44.1%
+667.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.6% |
| 7D | -0.8% | -2.0% | +1.3% | 0.0% |
| 30D | -13.7% | -3.2% | -10.5% | -12.8% |
| 3M | -6.9% | +3.9% | -10.9% | -8.9% |
| 6M | +5.8% | +7.8% | -2.0% | +1.5% |
| YTD | +5.7% | +13.4% | -7.7% | -1.3% |
| 1Y | +9.0% | +20.3% | -11.3% | -1.2% |
| 3Y | +340.5% | +76.1% | +264.4% | +213.1% |
| 5Y | +711.1% | +45.0% | +666.1% | +540.5% |
| All | +711.1% | +44.1% | +667.0% | +540.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling