+2,584.7%
AVGO vs BN
+281.2%
+2,303.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.8% | +4.5% |
| 7D | +6.1% | -2.4% | +8.5% | +7.9% |
| 30D | -2.7% | +13.5% | -16.2% | -10.3% |
| 3M | -16.9% | -5.9% | -10.9% | -14.1% |
| 6M | -19.1% | -8.9% | -10.2% | -15.2% |
| YTD | +0.3% | -7.9% | +8.2% | +3.4% |
| 1Y | -1.2% | -8.3% | +7.1% | +2.3% |
| 3Y | +272.4% | +100.8% | +171.7% | +140.3% |
| 5Y | +579.0% | +38.2% | +540.8% | +432.0% |
| 10Y | +2,584.7% | +302.3% | +2,282.4% | +1,047.0% |
| All | +2,584.7% | +281.2% | +2,303.5% | +1,047.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 10y: compounded portfolio wealth divided by compounded BN 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…
10y analysis · Full analysis span regression · 6 months rolling