+173.0%
BMRN vs NVMI
+1,933.5%
-1,760.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +1.9% |
| 7D | -1.4% | +3.8% | -5.2% | -1.8% |
| 30D | -5.8% | -7.6% | +1.7% | -5.1% |
| 3M | +16.6% | -28.0% | +44.6% | +19.9% |
| 6M | +7.6% | -15.3% | +22.9% | +8.0% |
| YTD | +10.2% | +11.5% | -1.2% | +6.9% |
| 1Y | +20.2% | +31.6% | -11.4% | +14.1% |
| 3Y | -27.4% | +207.0% | -234.3% | -38.9% |
| 5Y | -16.0% | +262.8% | -278.8% | -31.5% |
| 10Y | -30.3% | +3,074.6% | -3,104.9% | -54.8% |
| All | +173.0% | +1,933.5% | -1,760.5% | +60.6% |
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