+911.9%
NVDA vs EXEL
+194.6%
+717.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.1% | -1.1% |
| 7D | -0.3% | -0.3% | 0.0% | -0.3% |
| 30D | +2.8% | +10.1% | -7.3% | +0.8% |
| 3M | +7.4% | +10.1% | -2.6% | +5.1% |
| 6M | +22.6% | +37.7% | -15.1% | +14.2% |
| YTD | +20.1% | +33.1% | -13.0% | +12.4% |
| 1Y | +31.2% | +52.4% | -21.2% | +18.6% |
| 3Y | +391.7% | +163.8% | +227.9% | +264.4% |
| 5Y | +911.9% | +198.5% | +713.4% | +537.0% |
| All | +911.9% | +194.6% | +717.3% | +537.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 5y: compounded portfolio wealth divided by compounded EXEL 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…
5y analysis · Full analysis span regression · 6 months rolling