+94.2%
LLY vs NVDX
+815.5%
-721.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.1% |
| 7D | -3.1% | -0.9% | -2.2% | -3.0% |
| 30D | -8.6% | +3.0% | -11.6% | -8.9% |
| 3M | -1.6% | +6.8% | -8.4% | -2.5% |
| 6M | +11.8% | +28.6% | -16.8% | +8.6% |
| YTD | +5.1% | +17.0% | -11.9% | +2.4% |
| 1Y | +50.7% | +27.0% | +23.7% | +44.8% |
| All | +94.2% | +815.5% | -721.3% | +30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling