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  • NVDA vs BG✓SelectedUSD · BGNVDA vs BG performance historyLatest closeAs of-2.01%09/08
Stock and ETF performance explorer

NVDA vs BG

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+67,220.7%
BG return
+1,185.2%
Excess return
+66,035.5%
Maximum drawdown
-89.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioBGExcessAlpha
1D-2.0%+4.4%-6.4%-3.6%
7D+3.8%+2.4%+1.5%+2.9%
30D+0.8%+15.0%-14.2%-4.5%
3M+8.2%-0.7%+8.9%+7.6%
6M+27.1%+7.5%+19.6%+22.2%
YTD+21.2%+41.6%-20.4%+4.9%
1Y+34.3%+50.7%-16.4%+12.4%
3Y+396.3%+20.3%+376.0%+335.1%
5Y+913.8%+85.2%+828.6%+635.2%
10Y+14,572.5%+160.6%+14,411.9%+8,363.7%
All+67,220.7%+1,185.2%+66,035.5%+23,326.8%

Cumulative growth

Daily Returns

Daily percentage return beside BG.

Daily Out/Under-Performance

Portfolio return minus BG return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × BG 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 all: compounded portfolio wealth divided by compounded BG 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…

all analysis · Full analysis span regression · 6 months rolling