+14,546.7%
NVDA vs BX
+673.1%
+13,873.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -1.6% |
| 7D | -5.1% | -5.6% | +0.5% | -1.7% |
| 30D | -2.5% | -12.2% | +9.7% | +5.6% |
| 3M | +6.7% | +7.4% | -0.7% | +0.4% |
| 6M | +17.6% | +22.2% | -4.6% | 0.0% |
| YTD | +17.3% | -14.0% | +31.3% | +24.5% |
| 1Y | +23.5% | -27.3% | +50.8% | +45.1% |
| 3Y | +384.6% | +24.5% | +360.1% | +274.5% |
| 5Y | +875.4% | +18.9% | +856.5% | +661.1% |
| All | +14,546.7% | +673.1% | +13,873.6% | +4,156.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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