+258.5%
BN vs NVMI
+3,158.6%
-2,900.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.1% | 0.0% |
| 7D | -5.2% | -0.1% | -5.1% | -5.2% |
| 30D | -14.5% | -8.4% | -6.1% | -12.5% |
| 3M | -15.0% | -33.6% | +18.6% | -6.1% |
| 6M | -5.4% | -14.7% | +9.3% | -4.2% |
| YTD | -16.4% | +13.2% | -29.7% | -23.1% |
| 1Y | -16.2% | +29.0% | -45.3% | -26.6% |
| 3Y | +67.5% | +215.0% | -147.5% | +2.8% |
| 5Y | +34.1% | +268.6% | -234.4% | -24.2% |
| All | +258.5% | +3,158.6% | -2,900.2% | +29.0% |
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