+1,534.7%
AVGO vs XLC
+137.1%
+1,397.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.2% | +3.2% |
| 7D | +6.1% | +3.5% | +2.6% | +2.8% |
| 30D | -2.7% | -2.6% | -0.1% | -0.1% |
| 3M | -16.9% | -2.1% | -14.8% | -15.8% |
| 6M | -19.1% | -5.5% | -13.7% | -15.9% |
| YTD | +0.3% | -6.9% | +7.2% | +5.9% |
| 1Y | -1.2% | -3.7% | +2.5% | +0.9% |
| 3Y | +272.4% | +64.2% | +208.2% | +126.8% |
| 5Y | +579.0% | +43.0% | +536.0% | +375.1% |
| All | +1,534.7% | +137.1% | +1,397.6% | +541.1% |
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