+695.6%
AVGO vs OTIS
-19.0%
+714.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.1% | -0.1% |
| 7D | +1.0% | -5.0% | +6.0% | +3.2% |
| 30D | -13.3% | -6.5% | -6.8% | -11.0% |
| 3M | -2.9% | -2.0% | -0.9% | -2.9% |
| 6M | +5.7% | -20.2% | +25.9% | +16.0% |
| YTD | +4.6% | -21.0% | +25.6% | +14.5% |
| 1Y | -1.6% | -20.9% | +19.2% | +7.0% |
| 3Y | +336.2% | -13.3% | +349.6% | +321.4% |
| 5Y | +695.6% | -18.5% | +714.2% | +656.1% |
| All | +695.6% | -19.0% | +714.6% | +656.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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