+94.0%
LLY vs NVDX
+774.9%
-680.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.3% | +0.1% |
| 7D | -3.2% | -8.6% | +5.5% | -2.7% |
| 30D | -7.4% | -1.4% | -6.0% | -7.5% |
| 3M | -1.0% | +10.6% | -11.7% | -2.1% |
| 6M | +12.5% | +20.2% | -7.6% | +9.7% |
| YTD | +5.0% | +11.8% | -6.8% | +2.5% |
| 1Y | +49.8% | +12.9% | +36.8% | +45.1% |
| All | +94.0% | +774.9% | -680.8% | +30.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling