+718.9%
AVGO vs BAX
-67.0%
+785.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.8% | +6.7% | +3.5% |
| 7D | -0.3% | -2.4% | +2.1% | 0.0% |
| 30D | -13.8% | -9.7% | -4.1% | -12.7% |
| 3M | -6.9% | +29.3% | -36.2% | -10.8% |
| 6M | +11.9% | +40.7% | -28.7% | +5.4% |
| YTD | +6.9% | +30.3% | -23.4% | +1.4% |
| 1Y | +7.4% | +3.4% | +4.0% | +5.8% |
| 3Y | +345.6% | -32.0% | +377.6% | +364.4% |
| 5Y | +718.9% | -66.9% | +785.8% | +939.7% |
| All | +718.9% | -67.0% | +785.9% | +939.7% |
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