+1,073.0%
BAH vs NVMI
+4,560.7%
-3,487.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | 0.0% |
| 7D | +1.7% | +1.5% | +0.2% | +1.5% |
| 30D | +20.8% | -4.1% | +24.9% | +20.9% |
| 3M | +11.6% | -22.8% | +34.3% | +13.8% |
| 6M | +23.1% | -36.9% | +60.0% | +26.9% |
| YTD | +5.3% | -3.2% | +8.5% | +1.7% |
| 1Y | +6.1% | +7.1% | -0.9% | +1.1% |
| 3Y | -27.5% | +181.5% | -209.0% | -42.6% |
| 5Y | +6.2% | +141.2% | -135.0% | -15.9% |
| 10Y | +202.2% | +2,463.4% | -2,261.1% | +53.3% |
| All | +1,073.0% | +4,560.7% | -3,487.7% | +410.0% |
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 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