+1,469.0%
BNS vs NVMI
+14,963.0%
-13,493.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.0% |
| 7D | -2.2% | +3.8% | -6.0% | -2.5% |
| 30D | +4.5% | -7.6% | +12.0% | +5.1% |
| 3M | +14.9% | -28.0% | +42.9% | +17.6% |
| 6M | +32.5% | -15.3% | +47.8% | +33.4% |
| YTD | +28.6% | +11.5% | +17.1% | +26.2% |
| 1Y | +48.4% | +31.6% | +16.8% | +43.2% |
| 3Y | +130.8% | +207.0% | -76.2% | +103.4% |
| 5Y | +94.8% | +262.8% | -168.0% | +67.6% |
| 10Y | +184.3% | +3,074.6% | -2,890.3% | +108.4% |
| All | +1,469.0% | +14,963.0% | -13,493.9% | +776.3% |
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