+90.3%
NVDA vs BIYA
-99.8%
+190.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | -0.3% | +2.7% | -3.1% | -0.3% |
| 30D | +2.8% | -16.7% | +19.5% | +2.6% |
| 3M | +7.4% | -74.6% | +82.1% | +7.4% |
| 6M | +22.6% | -85.4% | +108.0% | +23.9% |
| YTD | +20.1% | -94.2% | +114.3% | +21.8% |
| 1Y | +31.2% | -98.6% | +129.7% | +35.2% |
| All | +90.3% | -99.8% | +190.1% | +97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 5y: compounded portfolio wealth divided by compounded BIYA 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…
5y analysis · Full analysis span regression · 6 months rolling