-67.4%
BAX vs NVMI
+261.9%
-329.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -1.7% |
| 7D | -7.9% | -0.1% | -7.8% | -7.9% |
| 30D | -11.7% | -8.4% | -3.3% | -11.0% |
| 3M | +16.2% | -33.6% | +49.8% | +20.3% |
| 6M | +32.0% | -14.7% | +46.7% | +32.0% |
| YTD | +24.7% | +13.2% | +11.5% | +21.0% |
| 1Y | -2.6% | +29.0% | -31.6% | -7.1% |
| 3Y | -35.0% | +215.0% | -250.0% | -44.5% |
| All | -67.4% | +261.9% | -329.3% | -72.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling