+696.9%
AVGO vs DGX
+66.8%
+630.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.2% |
| 7D | +1.1% | -0.9% | +2.0% | +1.2% |
| 30D | -13.0% | -1.2% | -11.8% | -12.9% |
| 3M | -6.0% | +15.8% | -21.7% | -6.8% |
| 6M | +6.4% | +18.2% | -11.8% | +5.2% |
| YTD | +5.0% | +37.2% | -32.2% | +1.6% |
| 1Y | +1.4% | +30.4% | -29.0% | -1.3% |
| 3Y | +336.8% | +96.7% | +240.1% | +268.7% |
| All | +696.9% | +66.8% | +630.1% | +614.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling