+20.5%
BMY vs NVDL
+625.2%
-604.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -4.8% | -10.3% | +5.6% | -5.2% |
| 30D | -0.1% | -7.1% | +7.0% | -0.3% |
| 3M | +13.1% | +6.6% | +6.5% | +13.8% |
| 6M | +8.4% | +21.1% | -12.7% | +9.7% |
| YTD | +22.0% | +15.2% | +6.8% | +23.4% |
| 1Y | +40.3% | +18.8% | +21.5% | +42.4% |
| 3Y | +20.5% | +649.9% | -629.4% | +25.0% |
| All | +20.5% | +625.2% | -604.7% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 3y: compounded portfolio wealth divided by compounded NVDL 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…
3y analysis · Full analysis span regression · 6 months rolling