-1.6%
AVGO vs BB
+101.1%
-102.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | -0.5% |
| 7D | +1.0% | -2.1% | +3.1% | +1.4% |
| 30D | -13.3% | -16.0% | +2.8% | -11.0% |
| 3M | -2.9% | -14.5% | +11.6% | -1.0% |
| 6M | +5.7% | +118.6% | -112.8% | -8.3% |
| YTD | +4.6% | +98.9% | -94.3% | -7.9% |
| 1Y | -1.6% | +99.5% | -101.1% | -8.1% |
| All | -1.6% | +101.1% | -102.7% | -8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling