+7,836.4%
NVDA vs AVGO
+2,616.0%
+5,220.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVGO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.8% | +2.8% | +1.5% |
| 7D | -12.7% | +18.2% | -30.9% | -24.1% |
| 30D | -26.4% | +0.2% | -26.6% | -27.7% |
| 3M | -27.6% | -16.8% | -10.8% | -18.9% |
| 6M | -27.7% | -16.5% | -11.3% | -21.3% |
| YTD | -12.5% | +0.8% | -13.3% | -19.3% |
| 1Y | -12.6% | +2.8% | -15.5% | -22.3% |
| 3Y | +235.9% | +278.5% | -42.6% | -14.7% |
| 5Y | +438.2% | +573.1% | -134.8% | -15.1% |
| All | +7,836.4% | +2,616.0% | +5,220.4% | +378.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AVGO.
Daily Out/Under-Performance
Portfolio return minus AVGO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVGO 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 10y: compounded portfolio wealth divided by compounded AVGO 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…
10y analysis · Full analysis span regression · 6 months rolling