+38.7%
NVDA vs BIYA
-99.9%
+138.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -12.7% | +9.0% | -21.8% | -12.7% |
| 30D | -26.4% | -12.9% | -13.5% | -26.5% |
| 3M | -27.6% | -54.7% | +27.0% | -28.1% |
| 6M | -27.7% | -85.1% | +57.3% | -27.4% |
| YTD | -12.5% | -96.9% | +84.4% | -11.6% |
| 1Y | -12.6% | -98.5% | +85.9% | -11.6% |
| All | +38.7% | -99.9% | +138.6% | +43.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling