+475.8%
NVDA vs BAH
+10.2%
+465.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.8% | -6.3% | -5.6% |
| 7D | -18.3% | +0.5% | -18.7% | -18.4% |
| 30D | -26.3% | +18.2% | -44.6% | -27.9% |
| 3M | -22.3% | +13.1% | -35.4% | -23.6% |
| 6M | -21.3% | +15.2% | -36.5% | -23.0% |
| YTD | -9.2% | +6.0% | -15.2% | -10.5% |
| 1Y | -14.9% | +3.1% | -18.1% | -15.9% |
| 3Y | +250.5% | -26.2% | +276.7% | +256.3% |
| 5Y | +475.8% | +9.3% | +466.5% | +362.5% |
| All | +475.8% | +10.2% | +465.6% | +362.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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