+14,551.4%
NVDA vs AVGO
+2,858.0%
+11,693.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVGO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -1.5% |
| 7D | -4.3% | +1.0% | -5.3% | -5.1% |
| 30D | +0.5% | -13.3% | +13.8% | +11.5% |
| 3M | +9.1% | -2.9% | +11.9% | +10.1% |
| 6M | +18.5% | +5.7% | +12.7% | +8.2% |
| YTD | +17.4% | +4.6% | +12.7% | +7.4% |
| 1Y | +23.4% | -1.6% | +25.1% | +15.5% |
| 3Y | +380.6% | +336.2% | +44.4% | +10.0% |
| 5Y | +875.7% | +695.6% | +180.1% | +38.5% |
| All | +14,551.4% | +2,858.0% | +11,693.4% | +734.7% |
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