+14,546.7%
NVDA vs BNS
+188.9%
+14,357.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.5% |
| 7D | -5.1% | -0.4% | -4.7% | -4.9% |
| 30D | -2.5% | +3.5% | -5.9% | -5.1% |
| 3M | +6.7% | +14.1% | -7.4% | -3.4% |
| 6M | +17.6% | +33.8% | -16.2% | -5.3% |
| YTD | +17.3% | +29.5% | -12.1% | -3.5% |
| 1Y | +23.5% | +48.4% | -24.9% | -8.3% |
| 3Y | +384.6% | +129.6% | +255.0% | +156.5% |
| 5Y | +875.4% | +96.1% | +779.3% | +495.7% |
| All | +14,546.7% | +188.9% | +14,357.8% | +7,762.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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