+2,770.9%
AVGO vs BMY
+63.7%
+2,707.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +1.1% | -4.8% | +5.9% | +2.0% |
| 30D | -13.0% | -0.1% | -12.9% | -13.1% |
| 3M | -6.0% | +13.1% | -19.1% | -8.3% |
| 6M | +6.4% | +8.4% | -2.0% | +4.3% |
| YTD | +5.0% | +22.0% | -17.0% | +0.2% |
| 1Y | +1.4% | +40.3% | -38.9% | -6.4% |
| 3Y | +336.8% | +20.5% | +316.3% | +313.3% |
| 5Y | +698.2% | +23.7% | +674.5% | +636.5% |
| All | +2,770.9% | +63.7% | +2,707.3% | +2,365.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BMY.
Daily Out/Under-Performance
Portfolio return minus BMY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMY 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 BMY 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