+31,674.6%
AVGO vs BSX
+282.1%
+31,392.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.2% | +0.7% |
| 7D | +1.0% | -8.2% | +9.2% | +4.4% |
| 30D | -13.3% | -15.8% | +2.5% | -7.4% |
| 3M | -2.9% | -10.8% | +8.0% | +0.5% |
| 6M | +5.7% | -38.4% | +44.1% | +26.4% |
| YTD | +4.6% | -54.8% | +59.4% | +41.5% |
| 1Y | -1.6% | -59.0% | +57.4% | +38.4% |
| 3Y | +336.2% | -20.0% | +356.2% | +352.7% |
| 5Y | +695.6% | -3.1% | +698.7% | +650.5% |
| 10Y | +2,827.6% | +83.3% | +2,744.3% | +1,992.2% |
| All | +31,674.6% | +282.1% | +31,392.5% | +14,734.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BSX.
Daily Out/Under-Performance
Portfolio return minus BSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BSX 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 BSX 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