Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • NVDA vs FIVE✓SelectedUSD · FIVENVDA vs FIVE performance historyLatest closeAs of-0.91%09/09
Stock and ETF performance explorer

NVDA vs FIVE

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+15,200.7%
FIVE return
+486.0%
Excess return
+14,714.7%
Maximum drawdown
-66.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioFIVEExcessAlpha
1D-0.9%-2.7%+1.8%+0.1%
7D-0.3%+1.7%-2.0%-1.0%
30D+2.8%+5.0%-2.2%+0.6%
3M+7.4%+29.5%-22.1%-2.9%
6M+22.6%+12.4%+10.2%+14.8%
YTD+20.1%+31.2%-11.1%+6.1%
1Y+31.2%+72.9%-41.7%+4.1%
3Y+391.7%+53.0%+338.7%+266.9%
5Y+911.9%+34.2%+877.7%+680.2%
10Y+15,200.7%+497.6%+14,703.1%+7,546.4%
All+15,200.7%+486.0%+14,714.7%+7,546.4%

Cumulative growth

Daily Returns

Daily percentage return beside FIVE.

Daily Out/Under-Performance

Portfolio return minus FIVE return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × FIVE 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 FIVE 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