+614.8%
BIIB vs NVMI
+1,976.9%
-1,362.1%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.8% |
| 7D | -5.4% | +6.9% | -12.3% | -5.9% |
| 30D | +1.7% | -2.8% | +4.6% | +1.9% |
| 3M | +5.8% | -27.3% | +33.2% | +8.2% |
| 6M | +11.9% | -13.7% | +25.6% | +12.1% |
| YTD | +19.7% | +13.8% | +5.9% | +16.5% |
| 1Y | +46.7% | +34.9% | +11.9% | +40.1% |
| 3Y | -18.6% | +213.5% | -232.2% | -30.0% |
| 5Y | -29.8% | +272.5% | -302.3% | -41.1% |
| 10Y | -28.8% | +3,142.4% | -3,171.2% | -51.2% |
| All | +614.8% | +1,976.9% | -1,362.1% | +407.9% |
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