+14,546.7%
NVDA vs BDX
+59.3%
+14,487.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.3% |
| 7D | -5.1% | -3.2% | -2.0% | -4.0% |
| 30D | -2.5% | -2.5% | +0.1% | -1.7% |
| 3M | +6.7% | +21.4% | -14.7% | -1.8% |
| 6M | +17.6% | +10.4% | +7.2% | +12.1% |
| YTD | +17.3% | +18.8% | -1.5% | +8.2% |
| 1Y | +23.5% | +21.7% | +1.8% | +12.2% |
| 3Y | +384.6% | -10.0% | +394.6% | +388.6% |
| 5Y | +875.4% | -1.8% | +877.2% | +817.3% |
| All | +14,546.7% | +59.3% | +14,487.4% | +11,340.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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