+691.7%
AVGO vs V
+71.8%
+619.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.7% |
| 7D | -3.0% | -1.7% | -1.2% | -2.2% |
| 30D | -14.4% | +2.0% | -16.4% | -15.4% |
| 3M | -14.4% | +17.4% | -31.8% | -22.0% |
| 6M | +13.1% | +17.5% | -4.4% | +2.3% |
| YTD | +3.8% | +7.6% | -3.8% | -1.5% |
| 1Y | +17.8% | +7.7% | +10.1% | +10.8% |
| 3Y | +325.3% | +54.7% | +270.6% | +212.8% |
| All | +691.7% | +71.8% | +619.9% | +428.4% |
Cumulative growth
Daily Returns
Daily percentage return beside V.
Daily Out/Under-Performance
Portfolio return minus V return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × V 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 V 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