+339.7%
AVGO vs BMY
+22.1%
+317.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.2% |
| 7D | -0.8% | -4.8% | +4.0% | -1.6% |
| 30D | -13.7% | -0.7% | -13.1% | -13.8% |
| 3M | -6.9% | +15.3% | -22.3% | -4.3% |
| 6M | +5.8% | +8.5% | -2.8% | +8.3% |
| YTD | +5.7% | +23.4% | -17.8% | +10.1% |
| 1Y | +9.0% | +42.9% | -33.9% | +16.0% |
| All | +339.7% | +22.1% | +317.6% | +436.3% |
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