-44.3%
BBWI vs NVMI
+207.9%
-252.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.6% | +4.8% | +6.1% |
| 7D | -4.8% | -0.1% | -4.7% | -4.8% |
| 30D | +3.5% | -8.4% | +11.9% | +4.9% |
| 3M | -0.3% | -33.6% | +33.2% | +6.0% |
| 6M | -5.4% | -14.7% | +9.3% | -5.6% |
| YTD | -4.7% | +13.2% | -17.9% | -12.2% |
| 1Y | -30.5% | +29.0% | -59.5% | -38.2% |
| 3Y | -44.3% | +215.0% | -259.3% | -65.4% |
| All | -44.3% | +207.9% | -252.2% | -65.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling