+695.6%
AVGO vs BX
+14.6%
+681.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.9% | +0.3% |
| 7D | +1.0% | -8.9% | +9.9% | +5.2% |
| 30D | -13.3% | -14.8% | +1.5% | -7.1% |
| 3M | -2.9% | +6.9% | -9.8% | -6.9% |
| 6M | +5.7% | +16.3% | -10.6% | -3.9% |
| YTD | +4.6% | -16.1% | +20.7% | +10.7% |
| 1Y | -1.6% | -26.8% | +25.1% | +10.8% |
| 3Y | +336.2% | +22.4% | +313.8% | +279.8% |
| 5Y | +695.6% | +16.0% | +679.6% | +579.8% |
| All | +695.6% | +14.6% | +681.1% | +579.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling