-1.9%
BDX vs NVMI
+261.9%
-263.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.8% |
| 7D | -3.2% | -0.1% | -3.1% | -3.2% |
| 30D | -2.5% | -8.4% | +5.8% | -2.4% |
| 3M | +21.4% | -33.6% | +55.0% | +22.4% |
| 6M | +10.4% | -14.7% | +25.1% | +9.8% |
| YTD | +18.8% | +13.2% | +5.6% | +16.6% |
| 1Y | +21.7% | +29.0% | -7.3% | +18.5% |
| 3Y | -10.0% | +215.0% | -224.9% | -17.1% |
| All | -1.9% | +261.9% | -263.8% | -12.0% |
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