+29,187.3%
AVGO vs BP
+117.7%
+29,069.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.9% | +3.9% |
| 7D | 0.0% | -6.3% | +6.3% | +2.3% |
| 30D | -8.2% | -3.6% | -4.6% | -7.2% |
| 3M | -21.3% | +5.2% | -26.5% | -23.2% |
| 6M | -22.5% | +5.3% | -27.8% | -25.1% |
| YTD | -3.6% | +33.1% | -36.7% | -15.6% |
| 1Y | -6.7% | +26.3% | -33.0% | -16.9% |
| 3Y | +258.1% | +47.5% | +210.6% | +195.0% |
| 5Y | +560.9% | +106.2% | +454.7% | +360.9% |
| 10Y | +2,475.6% | +127.0% | +2,348.7% | +1,498.5% |
| All | +29,187.3% | +117.7% | +29,069.7% | +16,425.7% |
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