+31,416.6%
AVGO vs BAX
+17.7%
+31,398.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.1% |
| 7D | -3.0% | -1.1% | -1.8% | -2.6% |
| 30D | -14.4% | -5.5% | -9.0% | -12.9% |
| 3M | -14.4% | +33.5% | -48.0% | -23.4% |
| 6M | +13.1% | +35.9% | -22.7% | -0.2% |
| YTD | +3.8% | +35.4% | -31.6% | -9.4% |
| 1Y | +17.8% | +9.8% | +8.0% | +9.9% |
| 3Y | +325.3% | -32.7% | +358.0% | +357.5% |
| 5Y | +689.9% | -65.6% | +755.5% | +1,043.0% |
| 10Y | +2,597.0% | -34.9% | +2,631.9% | +2,542.5% |
| All | +31,416.6% | +17.7% | +31,398.9% | +21,148.7% |
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 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