+579.0%
AVGO vs XLP
+43.1%
+535.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.5% | +3.9% |
| 7D | +6.1% | -0.5% | +6.6% | +6.2% |
| 30D | -2.7% | +8.3% | -11.0% | -4.2% |
| 3M | -16.9% | +8.7% | -25.6% | -18.3% |
| 6M | -19.1% | +11.2% | -30.3% | -21.5% |
| YTD | +0.3% | +20.0% | -19.7% | -6.6% |
| 1Y | -1.2% | +21.3% | -22.5% | -8.7% |
| 3Y | +272.4% | +43.8% | +228.6% | +183.0% |
| 5Y | +579.0% | +43.3% | +535.7% | +420.2% |
| All | +579.0% | +43.1% | +535.9% | +420.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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