+575.4%
AVGO vs NVDL
+2,608.0%
-2,032.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.6% |
| 7D | -0.8% | -0.8% | +0.1% | -0.6% |
| 30D | -13.7% | +3.4% | -17.1% | -15.4% |
| 3M | -6.9% | +8.1% | -15.1% | -10.8% |
| 6M | +5.8% | +31.9% | -26.1% | -6.7% |
| YTD | +5.7% | +21.1% | -15.4% | -5.2% |
| 1Y | +9.0% | +34.0% | -25.0% | -6.4% |
| 3Y | +340.5% | +677.9% | -337.4% | +105.7% |
| All | +575.4% | +2,608.0% | -2,032.6% | +145.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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