+711.1%
AVGO vs BWA
+89.5%
+621.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.6% |
| 7D | -0.8% | +0.1% | -0.9% | -0.9% |
| 30D | -13.7% | -5.6% | -8.2% | -12.0% |
| 3M | -6.9% | -10.7% | +3.8% | -3.2% |
| 6M | +5.8% | +23.2% | -17.4% | -2.3% |
| YTD | +5.7% | +46.0% | -40.3% | -9.9% |
| 1Y | +9.0% | +51.2% | -42.1% | -8.9% |
| 3Y | +340.5% | +69.6% | +271.0% | +236.3% |
| 5Y | +711.1% | +86.6% | +624.5% | +455.6% |
| All | +711.1% | +89.5% | +621.6% | +455.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 5y: compounded portfolio wealth divided by compounded BWA 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…
5y analysis · Full analysis span regression · 6 months rolling