+560.9%
AVGO vs BAX
-62.5%
+623.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.9% | +3.9% |
| 7D | 0.0% | +3.6% | -3.7% | -0.5% |
| 30D | -8.2% | +8.5% | -16.7% | -9.2% |
| 3M | -21.3% | -4.9% | -16.4% | -20.8% |
| 6M | -22.5% | +47.0% | -69.5% | -27.4% |
| YTD | -3.6% | +38.4% | -42.0% | -9.3% |
| 1Y | -6.7% | +49.1% | -55.8% | -13.6% |
| 3Y | +258.1% | -14.9% | +273.0% | +257.6% |
| 5Y | +560.9% | -63.1% | +624.0% | +740.3% |
| All | +560.9% | -62.5% | +623.4% | +740.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling