+2,770.9%
AVGO vs BB
+1.6%
+2,769.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | 0.0% |
| 7D | +1.1% | -0.4% | +1.5% | +1.2% |
| 30D | -13.0% | -12.5% | -0.5% | -10.9% |
| 3M | -6.0% | -17.4% | +11.5% | -3.7% |
| 6M | +6.4% | +119.1% | -112.8% | -10.0% |
| YTD | +5.0% | +102.4% | -97.4% | -9.9% |
| 1Y | +1.4% | +98.2% | -96.8% | -13.1% |
| 3Y | +336.8% | +46.9% | +289.9% | +278.5% |
| 5Y | +698.2% | -26.4% | +724.6% | +640.4% |
| All | +2,770.9% | +1.6% | +2,769.4% | +1,961.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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