+1,137.3%
BR vs NVMI
+13,063.7%
-11,926.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | -5.0% | +6.9% | -11.9% | -5.6% |
| 30D | -2.5% | -2.8% | +0.4% | -2.3% |
| 3M | +13.5% | -27.3% | +40.8% | +15.9% |
| 6M | -9.4% | -13.7% | +4.3% | -9.6% |
| YTD | -23.3% | +13.8% | -37.1% | -25.9% |
| 1Y | -31.6% | +34.9% | -66.5% | -35.4% |
| 3Y | -5.1% | +213.5% | -218.6% | -20.2% |
| 5Y | +8.2% | +272.5% | -264.3% | -11.7% |
| 10Y | +189.8% | +3,142.4% | -2,952.6% | +94.2% |
| All | +1,137.3% | +13,063.7% | -11,926.4% | +607.7% |
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