+30,513.3%
AVGO vs NSC
+1,013.9%
+29,499.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.6% | -3.2% | -3.9% |
| 7D | +18.2% | +2.5% | +15.7% | +16.8% |
| 30D | +0.2% | +1.7% | -1.5% | -0.6% |
| 3M | -16.8% | -2.6% | -14.2% | -15.8% |
| 6M | -16.5% | +6.4% | -22.9% | -20.1% |
| YTD | +0.8% | +15.5% | -14.7% | -8.4% |
| 1Y | +2.8% | +17.6% | -14.8% | -7.7% |
| 3Y | +278.5% | +75.0% | +203.6% | +163.1% |
| 5Y | +573.1% | +32.2% | +540.9% | +440.8% |
| 10Y | +2,598.7% | +296.6% | +2,302.1% | +1,029.1% |
| All | +30,513.3% | +1,013.9% | +29,499.4% | +7,539.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling