+166,883.4%
NVDA vs EXEL
+273.2%
+166,610.3%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +5.9% | +8.4% | -2.5% | +4.0% |
| 30D | +5.1% | +4.1% | +1.0% | +4.0% |
| 3M | +5.4% | +12.4% | -7.1% | +2.3% |
| 6M | +26.0% | +41.5% | -15.5% | +15.9% |
| YTD | +23.7% | +34.6% | -11.0% | +14.7% |
| 1Y | +34.4% | +57.9% | -23.5% | +19.5% |
| 3Y | +375.8% | +159.5% | +216.3% | +265.0% |
| 5Y | +911.8% | +198.5% | +713.3% | +646.8% |
| 10Y | +14,899.8% | +411.4% | +14,488.4% | +8,997.0% |
| All | +166,883.4% | +273.2% | +166,610.3% | +56,063.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling