-1.5%
BAC vs NVMI
-11.6%
+10.1%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.4% | +6.4% | +4.1% |
| 7D | +1.5% | -11.8% | +13.3% | +2.4% |
| 30D | -4.4% | -24.8% | +20.4% | -2.6% |
| 3M | -17.5% | -28.6% | +11.1% | -15.8% |
| 6M | -0.1% | -40.0% | +40.0% | +1.7% |
| YTD | -4.6% | -10.1% | +5.4% | -7.2% |
| 1Y | -1.5% | -9.8% | +8.2% | -4.4% |
| All | -1.5% | -11.6% | +10.1% | -4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling