+118,078.9%
NVDA vs EXEL
+336.4%
+117,742.6%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.7% |
| 7D | -12.7% | -0.8% | -11.9% | -12.6% |
| 30D | -26.4% | +13.1% | -39.5% | -28.4% |
| 3M | -27.6% | +36.3% | -64.0% | -32.5% |
| 6M | -27.7% | +34.5% | -62.3% | -32.7% |
| YTD | -12.5% | +57.4% | -69.9% | -21.6% |
| 1Y | -12.6% | +62.9% | -75.6% | -22.5% |
| 3Y | +235.9% | +229.5% | +6.4% | +145.0% |
| 5Y | +438.2% | +281.2% | +157.0% | +277.4% |
| 10Y | +7,445.8% | +320.7% | +7,125.1% | +4,719.9% |
| All | +118,078.9% | +336.4% | +117,742.6% | +38,258.3% |
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