+60.7%
BMY vs NVMI
+3,158.6%
-3,097.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.3% |
| 7D | -4.8% | -0.1% | -4.7% | -4.8% |
| 30D | -0.1% | -8.4% | +8.3% | +0.4% |
| 3M | +13.1% | -33.6% | +46.7% | +15.7% |
| 6M | +8.4% | -14.7% | +23.1% | +8.3% |
| YTD | +22.0% | +13.2% | +8.7% | +18.8% |
| 1Y | +40.3% | +29.0% | +11.3% | +34.9% |
| 3Y | +20.5% | +215.0% | -194.5% | +1.8% |
| 5Y | +23.7% | +268.6% | -244.8% | -1.1% |
| All | +60.7% | +3,158.6% | -3,097.9% | +6.2% |
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