+14,551.4%
NVDA vs BB
-0.1%
+14,551.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.4% | -1.6% |
| 7D | -4.3% | -2.1% | -2.2% | -3.8% |
| 30D | +0.5% | -16.0% | +16.5% | +4.8% |
| 3M | +9.1% | -14.5% | +23.6% | +11.4% |
| 6M | +18.5% | +118.6% | -100.1% | -6.0% |
| YTD | +17.4% | +98.9% | -81.6% | -4.8% |
| 1Y | +23.4% | +99.5% | -76.0% | -0.7% |
| 3Y | +380.6% | +65.4% | +315.2% | +279.6% |
| 5Y | +875.7% | -27.6% | +903.4% | +805.9% |
| All | +14,551.4% | -0.1% | +14,551.5% | +9,635.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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