+32,043.9%
AVGO vs BAX
+17.3%
+32,026.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.3% | +7.8% | +6.3% |
| 7D | +25.0% | +0.4% | +24.6% | +24.8% |
| 30D | +2.0% | +3.4% | -1.4% | +0.6% |
| 3M | -12.3% | -4.5% | -7.8% | -11.4% |
| 6M | -12.8% | +44.0% | -56.8% | -24.6% |
| YTD | +5.9% | +34.9% | -29.0% | -7.9% |
| 1Y | +3.3% | +37.9% | -34.6% | -11.3% |
| 3Y | +293.1% | -17.1% | +310.2% | +285.8% |
| 5Y | +606.7% | -64.3% | +671.0% | +900.8% |
| 10Y | +2,733.6% | -35.9% | +2,769.5% | +2,693.4% |
| All | +32,043.9% | +17.3% | +32,026.6% | +21,515.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling