+718.9%
AVGO vs XLC
+37.3%
+681.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.5% | +3.4% | +3.4% |
| 7D | -0.3% | +0.6% | -0.9% | -0.9% |
| 30D | -13.8% | +0.2% | -14.1% | -14.3% |
| 3M | -6.9% | +0.6% | -7.6% | -8.4% |
| 6M | +11.9% | -4.5% | +16.4% | +15.8% |
| YTD | +6.9% | -4.7% | +11.6% | +10.6% |
| 1Y | +7.4% | -1.7% | +9.1% | +7.7% |
| 3Y | +345.6% | +72.3% | +273.3% | +172.6% |
| 5Y | +718.9% | +37.8% | +681.1% | +506.5% |
| All | +718.9% | +37.3% | +681.6% | +506.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling