+31,773.1%
AVGO vs VRSK
+585.1%
+31,188.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.5% |
| 7D | +1.0% | -7.7% | +8.8% | +4.3% |
| 30D | -13.3% | -2.8% | -10.5% | -12.6% |
| 3M | -2.9% | -3.7% | +0.8% | -3.3% |
| 6M | +5.7% | -12.8% | +18.5% | +8.8% |
| YTD | +4.6% | -21.0% | +25.6% | +11.9% |
| 1Y | -1.6% | -32.5% | +30.8% | +12.5% |
| 3Y | +336.2% | -26.5% | +362.8% | +355.8% |
| 5Y | +695.6% | -11.5% | +707.1% | +633.9% |
| 10Y | +2,827.6% | +125.7% | +2,701.9% | +1,540.1% |
| All | +31,773.1% | +585.1% | +31,188.0% | +10,887.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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