+278.5%
AVGO vs BMY
+44.8%
+233.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.8% | -6.5% | -4.4% |
| 7D | +18.2% | +2.1% | +16.1% | +18.7% |
| 30D | +0.2% | +7.0% | -6.8% | +1.7% |
| 3M | -16.8% | -0.9% | -15.9% | -16.7% |
| 6M | -16.5% | +14.9% | -31.4% | -13.5% |
| YTD | +0.8% | +22.8% | -22.0% | +5.7% |
| 1Y | +2.8% | +36.2% | -33.4% | +9.5% |
| 3Y | +278.5% | +45.7% | +232.9% | +335.5% |
| All | +278.5% | +44.8% | +233.7% | +335.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling