+14,546.7%
NVDA vs BAX
-38.1%
+14,584.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.5% | +0.5% |
| 7D | -5.1% | -7.9% | +2.7% | -2.7% |
| 30D | -2.5% | -11.7% | +9.2% | +1.2% |
| 3M | +6.7% | +16.2% | -9.5% | +0.2% |
| 6M | +17.6% | +32.0% | -14.4% | +5.2% |
| YTD | +17.3% | +24.7% | -7.4% | +5.6% |
| 1Y | +23.5% | -2.6% | +26.1% | +20.6% |
| 3Y | +384.6% | -35.0% | +419.6% | +423.1% |
| 5Y | +875.4% | -67.6% | +943.0% | +1,430.6% |
| All | +14,546.7% | -38.1% | +14,584.8% | +17,193.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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