+696.9%
AVGO vs BLK
+32.0%
+664.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.7% |
| 7D | +1.1% | -3.3% | +4.4% | +3.3% |
| 30D | -13.0% | -6.5% | -6.5% | -9.4% |
| 3M | -6.0% | +6.7% | -12.7% | -10.8% |
| 6M | +6.4% | +14.7% | -8.4% | -4.5% |
| YTD | +5.0% | +2.5% | +2.5% | +1.0% |
| 1Y | +1.4% | -2.8% | +4.2% | +0.9% |
| 3Y | +336.8% | +65.9% | +271.0% | +195.7% |
| All | +696.9% | +32.0% | +664.9% | +522.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 5y: compounded portfolio wealth divided by compounded BLK 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…
5y analysis · Full analysis span regression · 6 months rolling