+2,770.9%
AVGO vs SNY
+64.5%
+2,706.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +1.1% | -3.3% | +4.5% | +2.0% |
| 30D | -13.0% | -2.2% | -10.8% | -12.6% |
| 3M | -6.0% | -3.0% | -2.9% | -5.6% |
| 6M | +6.4% | +2.7% | +3.6% | +4.5% |
| YTD | +5.0% | -6.8% | +11.8% | +6.1% |
| 1Y | +1.4% | -5.3% | +6.7% | +1.6% |
| 3Y | +336.8% | -9.8% | +346.6% | +330.7% |
| 5Y | +698.2% | +9.7% | +688.5% | +597.5% |
| All | +2,770.9% | +64.5% | +2,706.4% | +2,125.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 10y: compounded portfolio wealth divided by compounded SNY 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…
10y analysis · Full analysis span regression · 6 months rolling