Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • AVGO vs RY✓SelectedUSD · RYAVGO vs RY performance historyLatest closeAs of+0.21%09/04
Stock and ETF performance explorer

AVGO vs RY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+31,416.6%
RY return
+715.5%
Excess return
+30,701.1%
Maximum drawdown
-48.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioRYExcessAlpha
1D+0.2%-0.7%+0.9%+0.7%
7D-3.0%+3.1%-6.1%-5.1%
30D-14.4%-0.3%-14.1%-14.4%
3M-14.4%+8.7%-23.1%-19.5%
6M+13.1%+28.5%-15.4%-5.5%
YTD+3.8%+25.1%-21.3%-11.7%
1Y+17.8%+46.3%-28.5%-10.3%
3Y+325.3%+154.9%+170.3%+117.6%
5Y+689.9%+140.3%+549.6%+319.7%
10Y+2,597.0%+377.0%+2,220.0%+800.2%
All+31,416.6%+715.5%+30,701.1%+7,261.9%

Cumulative growth

Daily Returns

Daily percentage return beside RY.

Daily Out/Under-Performance

Portfolio return minus RY return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × RY 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 RY 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