+262.1%
AVGO vs BN
+102.8%
+159.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.8% | +4.9% | +6.2% |
| 7D | -0.9% | +3.6% | -4.5% | -3.2% |
| 30D | -11.6% | +15.9% | -27.5% | -20.2% |
| 3M | -25.2% | -2.3% | -22.8% | -24.2% |
| 6M | -25.4% | -8.4% | -17.0% | -21.4% |
| YTD | -7.2% | -5.9% | -1.3% | -5.4% |
| 1Y | -7.9% | -5.6% | -2.3% | -6.2% |
| 3Y | +262.1% | +104.2% | +157.9% | +136.6% |
| All | +262.1% | +102.8% | +159.3% | +136.6% |
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