+213.2%
BP vs NVMI
+1,665.9%
-1,452.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.0% | +3.9% | +1.1% |
| 7D | +3.8% | +1.5% | +2.3% | +3.7% |
| 30D | -5.3% | -4.1% | -1.2% | -5.2% |
| 3M | +9.3% | -22.8% | +32.0% | +10.7% |
| 6M | +7.2% | -36.9% | +44.1% | +9.4% |
| YTD | +38.0% | -3.2% | +41.2% | +36.5% |
| 1Y | +33.2% | +7.1% | +26.1% | +30.8% |
| 3Y | +50.3% | +181.5% | -131.2% | +36.3% |
| 5Y | +114.1% | +141.2% | -27.1% | +94.3% |
| 10Y | +140.7% | +2,463.4% | -2,322.7% | +92.0% |
| All | +213.2% | +1,665.9% | -1,452.7% | +124.1% |
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