+2,475.6%
AVGO vs BP
+124.7%
+2,350.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.9% | +3.9% |
| 7D | 0.0% | -6.3% | +6.3% | +2.1% |
| 30D | -8.2% | -3.6% | -4.6% | -7.3% |
| 3M | -21.3% | +5.2% | -26.5% | -23.1% |
| 6M | -22.5% | +5.3% | -27.8% | -24.9% |
| YTD | -3.6% | +33.1% | -36.7% | -14.9% |
| 1Y | -6.7% | +26.3% | -33.0% | -16.3% |
| 3Y | +258.1% | +47.5% | +210.6% | +198.1% |
| 5Y | +560.9% | +106.2% | +454.7% | +367.0% |
| 10Y | +2,475.6% | +127.0% | +2,348.7% | +1,682.6% |
| All | +2,475.6% | +124.7% | +2,350.9% | +1,682.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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