+32,043.9%
AVGO vs BMY
+429.3%
+31,614.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.9% | +6.5% | +5.8% |
| 7D | +25.0% | -1.3% | +26.3% | +25.4% |
| 30D | +2.0% | +10.0% | -8.0% | -0.6% |
| 3M | -12.3% | -1.2% | -11.1% | -12.4% |
| 6M | -12.8% | +12.8% | -25.6% | -16.4% |
| YTD | +5.9% | +20.7% | -14.8% | -0.9% |
| 1Y | +3.3% | +32.6% | -29.3% | -6.0% |
| 3Y | +293.1% | +41.8% | +251.2% | +235.9% |
| 5Y | +606.7% | +29.0% | +577.7% | +515.3% |
| 10Y | +2,733.6% | +57.8% | +2,675.8% | +2,136.1% |
| All | +32,043.9% | +429.3% | +31,614.6% | +12,851.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling