+31,416.6%
AVGO vs BWA
+450.4%
+30,966.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.5% | -1.0% |
| 7D | -3.0% | +5.7% | -8.6% | -5.4% |
| 30D | -14.4% | +1.4% | -15.8% | -15.1% |
| 3M | -14.4% | -12.1% | -2.3% | -9.6% |
| 6M | +13.1% | +28.6% | -15.4% | +0.6% |
| YTD | +3.8% | +51.1% | -47.3% | -15.9% |
| 1Y | +17.8% | +55.9% | -38.1% | -6.6% |
| 3Y | +325.3% | +70.1% | +255.1% | +212.2% |
| 5Y | +689.9% | +90.7% | +599.2% | +432.7% |
| 10Y | +2,597.0% | +154.0% | +2,443.0% | +1,308.5% |
| All | +31,416.6% | +450.4% | +30,966.2% | +11,658.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling