+3,351.6%
BRO vs NVMI
+1,965.6%
+1,386.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.3% |
| 7D | -7.3% | -0.1% | -7.2% | -7.3% |
| 30D | -6.9% | -8.4% | +1.5% | -6.5% |
| 3M | +10.7% | -33.6% | +44.2% | +12.8% |
| 6M | -2.7% | -14.7% | +12.0% | -2.8% |
| YTD | -16.3% | +13.2% | -29.5% | -18.2% |
| 1Y | -29.1% | +29.0% | -58.1% | -31.4% |
| 3Y | -7.8% | +215.0% | -222.8% | -17.6% |
| 5Y | +18.7% | +268.6% | -249.8% | +4.3% |
| 10Y | +291.9% | +3,124.7% | -2,832.8% | +201.8% |
| All | +3,351.6% | +1,965.6% | +1,386.0% | +2,252.0% |
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