+31,416.6%
AVGO vs BMY
+461.7%
+30,954.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.7% |
| 7D | -3.0% | +0.4% | -3.3% | -3.1% |
| 30D | -14.4% | +5.0% | -19.4% | -15.6% |
| 3M | -14.4% | +19.4% | -33.8% | -18.7% |
| 6M | +13.1% | +9.5% | +3.6% | +9.6% |
| YTD | +3.8% | +28.1% | -24.3% | -3.9% |
| 1Y | +17.8% | +50.0% | -32.2% | +3.6% |
| 3Y | +325.3% | +24.1% | +301.2% | +286.1% |
| 5Y | +689.9% | +25.0% | +664.9% | +605.1% |
| 10Y | +2,597.0% | +68.7% | +2,528.3% | +1,987.9% |
| All | +31,416.6% | +461.7% | +30,954.9% | +12,452.7% |
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