+18.5%
BMY vs NVD
-99.1%
+117.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.4% | -0.2% |
| 7D | -4.8% | +10.8% | -15.6% | -5.1% |
| 30D | -0.1% | +0.8% | -0.9% | -0.2% |
| 3M | +13.1% | -20.8% | +33.9% | +13.8% |
| 6M | +8.4% | -41.2% | +49.6% | +9.8% |
| YTD | +22.0% | -44.2% | +66.2% | +23.5% |
| 1Y | +40.3% | -54.2% | +94.5% | +42.5% |
| 3Y | +20.5% | -99.1% | +119.7% | +26.3% |
| All | +18.5% | -99.1% | +117.6% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 10y: compounded portfolio wealth divided by compounded NVD 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…
10y analysis · Full analysis span regression · 6 months rolling