+14,551.4%
NVDA vs BP
+137.6%
+14,413.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.1% | -2.6% |
| 7D | -4.3% | +5.7% | -10.0% | -6.1% |
| 30D | +0.5% | +8.1% | -7.6% | -2.3% |
| 3M | +9.1% | +8.6% | +0.5% | +5.4% |
| 6M | +18.5% | +18.1% | +0.3% | +10.1% |
| YTD | +17.4% | +37.6% | -20.3% | +2.7% |
| 1Y | +23.4% | +39.4% | -16.0% | +7.1% |
| 3Y | +380.6% | +40.1% | +340.5% | +308.8% |
| 5Y | +875.7% | +141.3% | +734.4% | +565.2% |
| All | +14,551.4% | +137.6% | +14,413.8% | +11,765.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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