+30,513.3%
AVGO vs BB
-88.9%
+30,602.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.4% | -2.3% | -4.3% |
| 7D | +18.2% | +1.8% | +16.3% | +17.8% |
| 30D | +0.2% | +8.1% | -7.9% | -1.2% |
| 3M | -16.8% | -1.0% | -15.8% | -17.1% |
| 6M | -16.5% | +45.9% | -62.4% | -23.0% |
| YTD | +0.8% | +134.8% | -134.0% | -14.8% |
| 1Y | +2.8% | +104.6% | -101.8% | -11.3% |
| 3Y | +278.5% | +152.8% | +125.7% | +204.8% |
| 5Y | +573.1% | -17.4% | +590.5% | +520.6% |
| 10Y | +2,598.7% | +22.4% | +2,576.2% | +1,862.8% |
| All | +30,513.3% | -88.9% | +30,602.2% | +30,308.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling