+281.8%
BAC vs NVMI
+1,665.9%
-1,384.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.0% | +4.0% | +1.4% |
| 7D | +3.2% | +1.5% | +1.7% | +3.0% |
| 30D | -0.7% | -4.1% | +3.4% | -0.4% |
| 3M | -20.0% | -22.8% | +2.8% | -17.8% |
| 6M | +3.4% | -36.9% | +40.3% | +7.8% |
| YTD | -5.7% | -3.2% | -2.5% | -7.3% |
| 1Y | -1.4% | +7.1% | -8.5% | -4.4% |
| 3Y | +97.9% | +181.5% | -83.6% | +66.3% |
| 5Y | +22.9% | +141.2% | -118.3% | +3.7% |
| 10Y | +235.3% | +2,463.4% | -2,228.0% | +116.1% |
| All | +281.8% | +1,665.9% | -1,384.0% | +74.2% |
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