+116.5%
CSCO vs NVDX
+774.9%
-658.3%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.4% | +2.6% | -1.5% |
| 7D | -1.1% | -8.6% | +7.6% | -0.4% |
| 30D | -10.8% | -1.4% | -9.3% | -10.9% |
| 3M | -9.2% | +10.6% | -19.9% | -10.4% |
| 6M | +39.5% | +20.2% | +19.4% | +36.3% |
| YTD | +41.5% | +11.8% | +29.7% | +38.5% |
| 1Y | +61.0% | +12.9% | +48.1% | +56.7% |
| All | +116.5% | +774.9% | -658.3% | +83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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