+874.4%
BAH vs NVMI
+5,429.5%
-4,555.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.3% | -1.1% |
| 7D | -4.3% | +11.7% | -16.0% | -5.5% |
| 30D | -4.5% | -4.0% | -0.4% | -4.2% |
| 3M | -7.6% | -25.8% | +18.2% | -5.5% |
| 6M | -10.6% | -8.3% | -2.3% | -11.6% |
| YTD | -12.6% | +14.8% | -27.4% | -16.5% |
| 1Y | -27.0% | +37.9% | -64.8% | -32.3% |
| 3Y | -31.5% | +216.3% | -247.7% | -46.0% |
| 5Y | -3.8% | +277.2% | -281.0% | -28.3% |
| 10Y | +183.9% | +3,074.3% | -2,890.4% | +41.1% |
| All | +874.4% | +5,429.5% | -4,555.1% | +318.6% |
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