+2,660.6%
AVGO vs BN
+290.8%
+2,369.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.6% | -3.2% | -3.8% |
| 7D | +18.2% | -1.0% | +19.1% | +18.9% |
| 30D | +0.2% | +14.0% | -13.7% | -7.9% |
| 3M | -16.8% | -9.0% | -7.8% | -12.3% |
| 6M | -16.5% | -8.8% | -7.6% | -12.5% |
| YTD | +0.8% | -10.3% | +11.1% | +5.6% |
| 1Y | +2.8% | -5.8% | +8.6% | +4.7% |
| 3Y | +278.5% | +94.8% | +183.8% | +148.8% |
| 5Y | +573.1% | +31.5% | +541.6% | +443.3% |
| All | +2,660.6% | +290.8% | +2,369.8% | +1,098.0% |
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