+2,856.4%
AVGO vs BN
+257.9%
+2,598.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | 0.0% |
| 7D | -0.8% | -3.0% | +2.2% | +0.9% |
| 30D | -13.7% | -13.0% | -0.7% | -6.3% |
| 3M | -6.9% | -15.2% | +8.3% | +2.5% |
| 6M | +5.8% | -5.9% | +11.7% | +8.8% |
| YTD | +5.7% | -15.8% | +21.4% | +15.4% |
| 1Y | +9.0% | -12.2% | +21.2% | +16.0% |
| 3Y | +340.5% | +72.2% | +268.3% | +211.2% |
| 5Y | +711.1% | +33.2% | +677.9% | +552.0% |
| 10Y | +2,856.4% | +264.7% | +2,591.7% | +1,291.5% |
| All | +2,856.4% | +257.9% | +2,598.5% | +1,291.5% |
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