+32,355.3%
AVGO vs BX
+1,989.2%
+30,366.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.6% | +4.6% | +3.7% |
| 7D | -0.3% | -2.0% | +1.7% | +0.6% |
| 30D | -13.8% | -2.3% | -11.5% | -13.2% |
| 3M | -6.9% | +18.5% | -25.4% | -15.0% |
| 6M | +11.9% | +23.7% | -11.8% | -1.1% |
| YTD | +6.9% | -10.4% | +17.2% | +9.2% |
| 1Y | +7.4% | -19.6% | +27.0% | +15.0% |
| 3Y | +345.6% | +30.8% | +314.8% | +274.5% |
| 5Y | +718.9% | +24.3% | +694.5% | +566.8% |
| 10Y | +2,755.4% | +679.5% | +2,075.9% | +887.4% |
| All | +32,355.3% | +1,989.2% | +30,366.1% | +6,790.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling