-56.2%
BBWI vs NVMI
+3,158.6%
-3,214.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.6% | +4.8% | +6.0% |
| 7D | -4.8% | -0.1% | -4.7% | -4.8% |
| 30D | +3.5% | -8.4% | +11.9% | +5.7% |
| 3M | -0.3% | -33.6% | +33.2% | +9.8% |
| 6M | -5.4% | -14.7% | +9.3% | -5.0% |
| YTD | -4.7% | +13.2% | -17.9% | -14.0% |
| 1Y | -30.5% | +29.0% | -59.5% | -40.3% |
| 3Y | -44.3% | +215.0% | -259.3% | -68.0% |
| 5Y | -66.9% | +268.6% | -335.4% | -82.5% |
| All | -56.2% | +3,158.6% | -3,214.8% | -84.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling