+17.8%
AVGO vs BX
-15.8%
+33.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.4% |
| 7D | -3.0% | -4.4% | +1.4% | -2.3% |
| 30D | -14.4% | +0.1% | -14.5% | -14.5% |
| 3M | -14.4% | +16.0% | -30.4% | -16.7% |
| 6M | +13.1% | +21.6% | -8.5% | +9.6% |
| YTD | +3.8% | -8.9% | +12.7% | +10.5% |
| 1Y | +17.8% | -16.6% | +34.4% | +29.0% |
| All | +17.8% | -15.8% | +33.6% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 1y: compounded portfolio wealth divided by compounded BX 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…
1y analysis · Full analysis span regression · 6 months rolling