+138.5%
BAX vs NVMI
+1,995.1%
-1,856.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.3% | -5.1% | -3.8% |
| 7D | -2.4% | +11.7% | -14.1% | -2.9% |
| 30D | -9.7% | -4.0% | -5.7% | -9.6% |
| 3M | +29.3% | -25.8% | +55.0% | +30.6% |
| 6M | +40.7% | -8.3% | +49.0% | +40.5% |
| YTD | +30.3% | +14.8% | +15.4% | +28.9% |
| 1Y | +3.4% | +37.9% | -34.5% | +1.4% |
| 3Y | -32.0% | +216.3% | -248.3% | -36.1% |
| 5Y | -66.9% | +277.2% | -344.1% | -69.2% |
| 10Y | -37.1% | +3,074.3% | -3,111.4% | -45.6% |
| All | +138.5% | +1,995.1% | -1,856.6% | +83.1% |
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