+345.6%
AVGO vs BN
+79.0%
+266.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.6% | +5.6% | +4.6% |
| 7D | -0.3% | -1.2% | +0.9% | +0.3% |
| 30D | -13.8% | -10.9% | -2.9% | -7.3% |
| 3M | -6.9% | -11.1% | +4.2% | 0.0% |
| 6M | +11.9% | -4.4% | +16.3% | +13.9% |
| YTD | +6.9% | -14.1% | +21.0% | +15.8% |
| 1Y | +7.4% | -11.1% | +18.5% | +13.4% |
| 3Y | +345.6% | +75.6% | +270.0% | +229.7% |
| All | +345.6% | +79.0% | +266.6% | +229.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling