-31.8%
BMRN vs NVMI
+3,158.6%
-3,190.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | 0.0% |
| 7D | -1.3% | -0.1% | -1.2% | -1.3% |
| 30D | -6.5% | -8.4% | +1.9% | -5.1% |
| 3M | +18.3% | -33.6% | +51.8% | +26.4% |
| 6M | +8.9% | -14.7% | +23.6% | +8.9% |
| YTD | +10.5% | +13.2% | -2.7% | +2.8% |
| 1Y | +17.5% | +29.0% | -11.5% | +5.2% |
| 3Y | -27.7% | +215.0% | -242.7% | -52.4% |
| 5Y | -15.8% | +268.6% | -284.3% | -49.2% |
| All | -31.8% | +3,158.6% | -3,190.4% | -78.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling