+204.1%
BP vs NVMI
+1,995.1%
-1,791.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.1% | +2.4% |
| 7D | +0.9% | +11.7% | -10.8% | +0.2% |
| 30D | +9.1% | -4.0% | +13.2% | +9.3% |
| 3M | +3.9% | -25.8% | +29.7% | +5.4% |
| 6M | +13.6% | -8.3% | +21.9% | +13.3% |
| YTD | +34.0% | +14.8% | +19.2% | +31.5% |
| 1Y | +39.2% | +37.9% | +1.3% | +34.6% |
| 3Y | +36.4% | +216.3% | -179.8% | +23.0% |
| 5Y | +135.8% | +277.2% | -141.4% | +108.6% |
| 10Y | +125.0% | +3,074.3% | -2,949.3% | +77.6% |
| All | +204.1% | +1,995.1% | -1,791.0% | +115.8% |
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