+19.7%
BROS vs NVMI
+250.2%
-230.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.5% |
| 7D | -5.8% | -0.1% | -5.7% | -5.7% |
| 30D | -14.0% | -8.4% | -5.6% | -11.5% |
| 3M | -32.5% | -33.6% | +1.1% | -23.6% |
| 6M | -14.9% | -14.7% | -0.2% | -13.7% |
| YTD | -28.3% | +13.2% | -41.5% | -35.5% |
| 1Y | -34.0% | +29.0% | -63.0% | -44.5% |
| 3Y | +63.0% | +215.0% | -152.0% | -17.0% |
| All | +19.7% | +250.2% | -230.5% | -47.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling