+345.6%
AVGO vs BB
+68.2%
+277.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.2% | +0.8% | +2.5% |
| 7D | -0.3% | +0.5% | -0.8% | -0.4% |
| 30D | -13.8% | -12.4% | -1.5% | -11.5% |
| 3M | -6.9% | -15.3% | +8.4% | -4.8% |
| 6M | +11.9% | +128.8% | -116.8% | -9.9% |
| YTD | +6.9% | +107.7% | -100.8% | -12.1% |
| 1Y | +7.4% | +103.9% | -96.5% | -12.0% |
| 3Y | +345.6% | +72.6% | +273.0% | +238.3% |
| All | +345.6% | +68.2% | +277.4% | +238.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling