+583.9%
BNY vs NVMI
+1,965.6%
-1,381.7%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.5% | -0.1% |
| 7D | -1.3% | -0.1% | -1.2% | -1.3% |
| 30D | -0.2% | -8.4% | +8.2% | +0.6% |
| 3M | +14.9% | -33.6% | +48.5% | +19.3% |
| 6M | +40.0% | -14.7% | +54.7% | +40.8% |
| YTD | +42.0% | +13.2% | +28.8% | +38.4% |
| 1Y | +56.9% | +29.0% | +27.8% | +50.3% |
| 3Y | +289.9% | +215.0% | +74.9% | +233.5% |
| 5Y | +259.2% | +268.6% | -9.4% | +199.3% |
| 10Y | +413.3% | +3,124.7% | -2,711.4% | +246.4% |
| All | +583.9% | +1,965.6% | -1,381.7% | +232.8% |
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