+433,968.9%
NVDA vs COST
+4,608.3%
+429,360.5%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.7% |
| 7D | -12.7% | +5.0% | -17.7% | -15.1% |
| 30D | -26.4% | +12.8% | -39.2% | -31.6% |
| 3M | -27.6% | +15.2% | -42.8% | -33.9% |
| 6M | -27.7% | +7.4% | -35.1% | -31.8% |
| YTD | -12.5% | +29.0% | -41.5% | -26.5% |
| 1Y | -12.6% | +20.3% | -32.9% | -23.8% |
| 3Y | +235.9% | +99.0% | +136.9% | +117.4% |
| 5Y | +438.2% | +125.7% | +312.6% | +229.9% |
| 10Y | +7,445.8% | +775.3% | +6,670.5% | +2,250.6% |
| All | +433,968.9% | +4,608.3% | +429,360.5% | +63,804.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 COST 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