+30.4%
BIL vs NVMI
+13,644.5%
-13,614.1%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | 0.0% |
| 7D | +0.1% | +6.9% | -6.9% | +0.1% |
| 30D | +0.3% | -2.8% | +3.1% | +0.3% |
| 3M | +0.9% | -27.3% | +28.2% | +0.9% |
| 6M | +1.8% | -13.7% | +15.5% | +1.8% |
| YTD | +2.5% | +13.8% | -11.4% | +2.5% |
| 1Y | +3.7% | +34.9% | -31.2% | +3.7% |
| 3Y | +14.1% | +213.5% | -199.4% | +14.1% |
| 5Y | +19.4% | +272.5% | -253.0% | +19.5% |
| 10Y | +25.2% | +3,142.4% | -3,117.2% | +25.4% |
| All | +30.4% | +13,644.5% | -13,614.1% | +30.7% |
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