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  • NVDA vs BURL✓SelectedUSD · BURLNVDA vs BURL performance historyLatest closeAs of+0.84%09/04
Stock and ETF performance explorer

NVDA vs BURL

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+63,202.5%
BURL return
+1,051.1%
Excess return
+62,151.4%
Maximum drawdown
-66.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioBURLExcessAlpha
1D+0.8%+2.6%-1.8%0.0%
7D+5.9%-2.8%+8.7%+6.7%
30D+5.1%-28.2%+33.2%+15.8%
3M+5.4%-17.6%+22.9%+11.0%
6M+26.0%-11.8%+37.8%+28.7%
YTD+23.7%-8.1%+31.8%+24.4%
1Y+34.4%-12.0%+46.3%+35.9%
3Y+375.8%+63.3%+312.5%+284.8%
5Y+911.8%-10.8%+922.6%+839.9%
10Y+14,899.8%+215.9%+14,683.9%+9,925.1%
All+63,202.5%+1,051.1%+62,151.4%+35,815.9%

Cumulative growth

Daily Returns

Daily percentage return beside BURL.

Daily Out/Under-Performance

Portfolio return minus BURL return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × BURL 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 BURL 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