+474.0%
AVGO vs V
+101.0%
+373.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -9.9% | +2.2% | -12.1% | -10.8% |
| 30D | -22.0% | +13.6% | -35.6% | -26.7% |
| 3M | -30.0% | +14.3% | -44.3% | -34.7% |
| 6M | -30.7% | +33.1% | -63.8% | -41.1% |
| YTD | -14.7% | +21.2% | -35.9% | -23.8% |
| 1Y | -16.8% | +26.4% | -43.2% | -27.8% |
| 3Y | +244.4% | +77.6% | +166.8% | +132.6% |
| All | +474.0% | +101.0% | +373.0% | +251.2% |
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