+2,770.9%
AVGO vs BAX
-38.1%
+2,809.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.7% |
| 7D | +1.1% | -7.9% | +9.0% | +3.2% |
| 30D | -13.0% | -11.7% | -1.3% | -10.3% |
| 3M | -6.0% | +16.2% | -22.2% | -10.6% |
| 6M | +6.4% | +32.0% | -25.6% | -3.0% |
| YTD | +5.0% | +24.7% | -19.7% | -3.7% |
| 1Y | +1.4% | -2.6% | +4.0% | -0.4% |
| 3Y | +336.8% | -35.0% | +371.8% | +369.3% |
| 5Y | +698.2% | -67.6% | +765.8% | +1,040.4% |
| All | +2,770.9% | -38.1% | +2,809.1% | +3,002.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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