+188.1%
BBWI vs NVMI
+1,995.1%
-1,806.9%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.3% | -4.5% | -3.3% |
| 7D | +1.6% | +11.7% | -10.1% | +0.2% |
| 30D | -6.2% | -4.0% | -2.2% | -5.9% |
| 3M | +4.3% | -25.8% | +30.1% | +7.2% |
| 6M | -7.2% | -8.3% | +1.2% | -7.4% |
| YTD | -3.0% | +14.8% | -17.9% | -6.3% |
| 1Y | -30.8% | +37.9% | -68.6% | -34.6% |
| 3Y | -43.4% | +216.3% | -259.7% | -52.4% |
| 5Y | -66.7% | +277.2% | -343.9% | -72.7% |
| 10Y | -55.7% | +3,074.3% | -3,130.0% | -70.1% |
| All | +188.1% | +1,995.1% | -1,806.9% | +68.5% |
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 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