+336.8%
AVGO vs DGX
+96.4%
+240.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.8% |
| 7D | +1.1% | -0.9% | +2.0% | +0.9% |
| 30D | -13.0% | -1.2% | -11.8% | -13.2% |
| 3M | -6.0% | +15.8% | -21.7% | -1.9% |
| 6M | +6.4% | +18.2% | -11.8% | +12.0% |
| YTD | +5.0% | +37.2% | -32.2% | +14.0% |
| 1Y | +1.4% | +30.4% | -29.0% | +9.4% |
| 3Y | +336.8% | +96.7% | +240.1% | +438.0% |
| All | +336.8% | +96.4% | +240.4% | +438.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 3y: compounded portfolio wealth divided by compounded DGX 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…
3y analysis · Full analysis span regression · 6 months rolling