+2,770.9%
AVGO vs VTR
+99.2%
+2,671.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | +1.1% | -0.3% | +1.5% | +1.2% |
| 30D | -13.0% | +1.1% | -14.1% | -13.3% |
| 3M | -6.0% | +7.9% | -13.9% | -8.6% |
| 6M | +6.4% | +6.2% | +0.2% | +3.3% |
| YTD | +5.0% | +17.7% | -12.8% | -1.1% |
| 1Y | +1.4% | +32.9% | -31.5% | -8.2% |
| 3Y | +336.8% | +129.7% | +207.1% | +226.7% |
| 5Y | +698.2% | +89.3% | +608.9% | +524.7% |
| All | +2,770.9% | +99.2% | +2,671.8% | +1,638.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 10y: compounded portfolio wealth divided by compounded VTR 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…
10y analysis · Full analysis span regression · 6 months rolling