+28,084.6%
AVGO vs BP
+117.7%
+27,966.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.1% | +8.6% | +8.7% |
| 7D | -0.9% | -6.9% | +6.0% | +1.7% |
| 30D | -11.6% | -3.6% | -8.0% | -10.7% |
| 3M | -25.2% | +8.4% | -33.6% | -27.8% |
| 6M | -25.4% | +5.3% | -30.8% | -28.0% |
| YTD | -7.2% | +33.2% | -40.3% | -18.8% |
| 1Y | -7.9% | +28.2% | -36.1% | -18.4% |
| 3Y | +262.1% | +49.2% | +212.9% | +197.0% |
| 5Y | +525.7% | +102.9% | +422.8% | +339.2% |
| 10Y | +2,300.3% | +127.7% | +2,172.6% | +1,387.8% |
| All | +28,084.6% | +117.7% | +27,966.9% | +15,802.2% |
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