+7,836.4%
NVDA vs BMY
+59.8%
+7,776.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.8% | -3.8% | -2.3% |
| 7D | -12.7% | +2.1% | -14.8% | -13.1% |
| 30D | -26.4% | +7.0% | -33.4% | -27.5% |
| 3M | -27.6% | -0.9% | -26.8% | -27.7% |
| 6M | -27.7% | +14.9% | -42.7% | -30.3% |
| YTD | -12.5% | +22.8% | -35.3% | -17.1% |
| 1Y | -12.6% | +36.2% | -48.9% | -19.4% |
| 3Y | +235.9% | +45.7% | +190.3% | +189.3% |
| 5Y | +438.2% | +31.3% | +407.0% | +369.6% |
| All | +7,836.4% | +59.8% | +7,776.7% | +6,364.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BMY.
Daily Out/Under-Performance
Portfolio return minus BMY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMY 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 BMY 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