-68.9%
BBWI vs NVMI
+263.1%
-332.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -0.9% |
| 7D | -8.0% | +3.8% | -11.8% | -8.9% |
| 30D | -6.6% | -7.6% | +0.9% | -5.1% |
| 3M | -2.7% | -28.0% | +25.3% | +3.8% |
| 6M | -12.8% | -15.3% | +2.5% | -12.7% |
| YTD | -10.5% | +11.5% | -21.9% | -19.3% |
| 1Y | -35.3% | +31.6% | -66.9% | -45.3% |
| 3Y | -47.7% | +207.0% | -254.7% | -71.9% |
| 5Y | -68.9% | +262.8% | -331.7% | -84.4% |
| All | -68.9% | +263.1% | -332.0% | -84.4% |
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 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