+147.6%
BAX vs NVMI
+1,665.9%
-1,518.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.3% | +0.4% |
| 7D | +0.1% | +1.5% | -1.4% | 0.0% |
| 30D | +4.1% | -4.1% | +8.2% | +4.2% |
| 3M | -4.5% | -22.8% | +18.2% | -3.6% |
| 6M | +49.2% | -36.9% | +86.1% | +51.5% |
| YTD | +35.2% | -3.2% | +38.5% | +34.6% |
| 1Y | +38.3% | +7.1% | +31.2% | +37.0% |
| 3Y | -19.0% | +181.5% | -200.5% | -23.6% |
| 5Y | -64.2% | +141.2% | -205.4% | -66.2% |
| 10Y | -35.7% | +2,463.4% | -2,499.1% | -44.1% |
| All | +147.6% | +1,665.9% | -1,518.3% | +91.3% |
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