+31,416.6%
AVGO vs BP
+113.9%
+31,302.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | -3.0% | +3.9% | -6.9% | -4.3% |
| 30D | -14.4% | +7.6% | -22.1% | -16.8% |
| 3M | -14.4% | +0.7% | -15.1% | -15.3% |
| 6M | +13.1% | +15.5% | -2.4% | +5.5% |
| YTD | +3.8% | +30.8% | -27.0% | -8.1% |
| 1Y | +17.8% | +34.3% | -16.5% | +2.9% |
| 3Y | +325.3% | +35.1% | +290.2% | +263.8% |
| 5Y | +689.9% | +126.8% | +563.1% | +430.7% |
| 10Y | +2,597.0% | +123.4% | +2,473.6% | +1,591.5% |
| All | +31,416.6% | +113.9% | +31,302.7% | +17,902.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling