+31,987.2%
AVGO vs DGX
+508.7%
+31,478.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -0.8% | -2.2% | +1.4% | +0.1% |
| 30D | -13.7% | -0.9% | -12.8% | -13.5% |
| 3M | -6.9% | +15.6% | -22.5% | -12.7% |
| 6M | +5.8% | +17.8% | -12.0% | -2.1% |
| YTD | +5.7% | +37.5% | -31.8% | -8.9% |
| 1Y | +9.0% | +31.2% | -22.1% | -4.8% |
| 3Y | +340.5% | +96.6% | +243.9% | +205.7% |
| 5Y | +711.1% | +64.9% | +646.1% | +506.5% |
| 10Y | +2,856.4% | +254.6% | +2,601.8% | +1,311.6% |
| All | +31,987.2% | +508.7% | +31,478.5% | +11,003.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling