Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • NTAP vs BBY✓SelectedUSD · BBYNTAP vs BBY performance historyLatest closeAs of+1.91%09/08
Stock and ETF performance explorer

NTAP vs BBY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+20,069.3%
BBY return
+6,867.7%
Excess return
+13,201.6%
Maximum drawdown
-96.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioBBYExcessAlpha
1D+1.9%-1.0%+2.9%+2.2%
7D+3.3%+8.1%-4.8%+0.5%
30D-0.2%+8.9%-9.1%-3.2%
3M+11.4%+22.0%-10.7%+3.7%
6M+88.7%+37.8%+50.9%+67.6%
YTD+78.9%+37.3%+41.6%+58.7%
1Y+58.8%+21.6%+37.3%+46.2%
3Y+153.5%+41.5%+112.0%+112.8%
5Y+136.7%+1.2%+135.5%+115.5%
10Y+590.2%+237.8%+352.4%+297.5%
All+20,069.3%+6,867.7%+13,201.6%+4,994.0%

Cumulative growth

Daily Returns

Daily percentage return beside BBY.

Daily Out/Under-Performance

Portfolio return minus BBY return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × BBY 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 all: compounded portfolio wealth divided by compounded BBY 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…

all analysis · Full analysis span regression · 6 months rolling