+31,987.2%
AVGO vs BBY
+305.7%
+31,681.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.3% | -0.7% |
| 7D | -0.8% | +1.2% | -2.0% | -1.1% |
| 30D | -13.7% | +6.8% | -20.5% | -15.7% |
| 3M | -6.9% | +18.7% | -25.7% | -12.1% |
| 6M | +5.8% | +37.3% | -31.5% | -5.0% |
| YTD | +5.7% | +35.3% | -29.6% | -5.3% |
| 1Y | +9.0% | +20.7% | -11.6% | +1.0% |
| 3Y | +340.5% | +39.4% | +301.1% | +279.4% |
| 5Y | +711.1% | -1.5% | +712.5% | +653.5% |
| 10Y | +2,856.4% | +239.8% | +2,616.6% | +1,838.9% |
| All | +31,987.2% | +305.7% | +31,681.5% | +18,965.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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