+2,770.9%
AVGO vs BKR
+125.3%
+2,645.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | +1.1% | -7.0% | +8.1% | +3.3% |
| 30D | -13.0% | -8.1% | -4.9% | -10.9% |
| 3M | -6.0% | -6.6% | +0.7% | -4.4% |
| 6M | +6.4% | +0.9% | +5.5% | +5.3% |
| YTD | +5.0% | +31.1% | -26.1% | -4.6% |
| 1Y | +1.4% | +27.7% | -26.3% | -7.4% |
| 3Y | +336.8% | +71.2% | +265.6% | +262.7% |
| 5Y | +698.2% | +177.6% | +520.6% | +452.6% |
| All | +2,770.9% | +125.3% | +2,645.7% | +1,536.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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