+31,674.6%
AVGO vs SNY
+157.8%
+31,516.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | +1.0% | -3.6% | +4.7% | +2.4% |
| 30D | -13.3% | -1.9% | -11.4% | -12.8% |
| 3M | -2.9% | -2.0% | -0.9% | -2.8% |
| 6M | +5.7% | +2.5% | +3.2% | +3.4% |
| YTD | +4.6% | -7.0% | +11.6% | +6.0% |
| 1Y | -1.6% | -4.4% | +2.7% | -1.8% |
| 3Y | +336.2% | -8.4% | +344.6% | +323.4% |
| 5Y | +695.6% | +9.5% | +686.1% | +587.9% |
| 10Y | +2,827.6% | +64.3% | +2,763.3% | +1,916.9% |
| All | +31,674.6% | +157.8% | +31,516.8% | +15,164.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling