+396.3%
NVDA vs BWA
+72.9%
+323.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.5% |
| 7D | +3.8% | +4.3% | -0.5% | +2.6% |
| 30D | +0.8% | -2.9% | +3.7% | +1.6% |
| 3M | +8.2% | -12.4% | +20.6% | +11.9% |
| 6M | +27.1% | +28.6% | -1.5% | +18.4% |
| YTD | +21.2% | +48.2% | -27.0% | +6.9% |
| 1Y | +34.3% | +50.9% | -16.6% | +17.3% |
| 3Y | +396.3% | +72.2% | +324.1% | +274.9% |
| All | +396.3% | +72.9% | +323.4% | +274.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 3y: compounded portfolio wealth divided by compounded BWA 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…
3y analysis · Full analysis span regression · 6 months rolling