+7,836.4%
NVDA vs BB
+21.8%
+7,814.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -1.4% |
| 7D | -12.7% | +1.8% | -14.6% | -13.2% |
| 30D | -26.4% | +8.1% | -34.6% | -28.1% |
| 3M | -27.6% | -1.0% | -26.6% | -28.1% |
| 6M | -27.7% | +45.9% | -73.6% | -36.4% |
| YTD | -12.5% | +134.8% | -147.3% | -32.3% |
| 1Y | -12.6% | +104.6% | -117.2% | -30.4% |
| 3Y | +235.9% | +152.8% | +83.1% | +138.9% |
| 5Y | +438.2% | -17.4% | +455.7% | +381.7% |
| All | +7,836.4% | +21.8% | +7,814.7% | +4,957.4% |
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