+48.0%
BAX vs NVMI
-11.6%
+59.6%
-29.0%
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 | +4.1% | -11.8% | +15.8% | +4.9% |
| 30D | +9.4% | -24.8% | +34.2% | +11.4% |
| 3M | -6.5% | -28.6% | +22.1% | -4.5% |
| 6M | +59.6% | -40.0% | +99.6% | +61.7% |
| YTD | +38.9% | -10.1% | +48.9% | +37.7% |
| 1Y | +48.0% | -9.8% | +57.7% | +47.0% |
| All | +48.0% | -11.6% | +59.6% | +47.0% |
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 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