+30,513.3%
AVGO vs BMY
+438.7%
+30,074.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.8% | -6.5% | -5.2% |
| 7D | +18.2% | +2.1% | +16.1% | +17.5% |
| 30D | +0.2% | +7.0% | -6.8% | -1.6% |
| 3M | -16.8% | -0.9% | -15.9% | -17.0% |
| 6M | -16.5% | +14.9% | -31.4% | -20.3% |
| YTD | +0.8% | +22.8% | -22.0% | -6.0% |
| 1Y | +2.8% | +36.2% | -33.4% | -7.2% |
| 3Y | +278.5% | +45.7% | +232.9% | +220.9% |
| 5Y | +573.1% | +31.3% | +541.8% | +483.4% |
| 10Y | +2,598.7% | +60.6% | +2,538.1% | +2,020.0% |
| All | +30,513.3% | +438.7% | +30,074.6% | +12,179.0% |
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