+202.5%
BAH vs NVMI
+3,158.6%
-2,956.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.2% |
| 7D | +4.3% | -0.1% | +4.3% | +4.3% |
| 30D | -2.5% | -8.4% | +5.9% | -1.8% |
| 3M | -0.9% | -33.6% | +32.6% | +2.0% |
| 6M | +1.5% | -14.7% | +16.1% | +1.1% |
| YTD | -8.0% | +13.2% | -21.2% | -11.6% |
| 1Y | -24.7% | +29.0% | -53.8% | -29.1% |
| 3Y | -28.4% | +215.0% | -243.4% | -42.2% |
| 5Y | +2.8% | +268.6% | -265.8% | -20.8% |
| All | +202.5% | +3,158.6% | -2,956.1% | +86.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling