+818.3%
BA vs NVMI
+1,967.2%
-1,149.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.5% | -4.7% | +0.3% |
| 7D | +1.2% | +6.6% | -5.4% | +0.5% |
| 30D | -11.6% | -7.5% | -4.1% | -11.0% |
| 3M | -2.4% | -28.5% | +26.1% | +0.4% |
| 6M | -6.6% | -15.7% | +9.1% | -5.9% |
| YTD | -2.2% | +13.3% | -15.6% | -4.6% |
| 1Y | -8.0% | +48.3% | -56.3% | -12.9% |
| 3Y | -5.0% | +191.2% | -196.2% | -17.3% |
| 5Y | -2.7% | +268.7% | -271.4% | -17.6% |
| 10Y | +75.9% | +3,034.8% | -2,958.9% | +28.3% |
| All | +818.3% | +1,967.2% | -1,149.0% | +430.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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