+1,591.6%
AVGO vs XLC
+143.7%
+1,447.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +1.4% |
| 7D | -3.0% | -0.8% | -2.1% | -2.2% |
| 30D | -14.4% | +1.0% | -15.5% | -15.6% |
| 3M | -14.4% | -0.7% | -13.7% | -14.7% |
| 6M | +13.1% | -5.1% | +18.3% | +18.0% |
| YTD | +3.8% | -4.3% | +8.1% | +7.0% |
| 1Y | +17.8% | -0.6% | +18.3% | +16.8% |
| 3Y | +325.3% | +72.7% | +252.6% | +147.4% |
| 5Y | +689.9% | +38.0% | +651.9% | +477.3% |
| All | +1,591.6% | +143.7% | +1,447.9% | +547.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling