+508.6%
NVDA vs BABA
-28.1%
+536.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.3% | +1.5% | +2.4% |
| 7D | -8.8% | +11.6% | -20.4% | -11.6% |
| 30D | -21.4% | +2.3% | -23.7% | -22.1% |
| 3M | -14.7% | -13.7% | -1.0% | -11.8% |
| 6M | -10.0% | -21.9% | +11.9% | -4.8% |
| YTD | +0.3% | -24.6% | +25.0% | +6.6% |
| 1Y | -0.5% | -34.1% | +33.6% | +9.5% |
| 3Y | +309.2% | +36.3% | +272.9% | +249.6% |
| All | +508.6% | -28.1% | +536.7% | +429.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA 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 BABA 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