+9.0%
AVGO vs XLC
-2.2%
+11.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | -0.8% | -1.4% | +0.6% | -0.3% |
| 30D | -13.7% | -0.9% | -12.8% | -13.6% |
| 3M | -6.9% | -0.3% | -6.6% | -6.8% |
| 6M | +5.8% | -5.2% | +11.0% | +9.0% |
| YTD | +5.7% | -5.3% | +11.0% | +9.3% |
| 1Y | +9.0% | -2.8% | +11.8% | +8.6% |
| All | +9.0% | -2.2% | +11.2% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 1y: compounded portfolio wealth divided by compounded XLC 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…
1y analysis · Full analysis span regression · 6 months rolling