+22.6%
BROS vs NVMI
+252.1%
-229.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.7% |
| 7D | -6.6% | +6.9% | -13.5% | -8.8% |
| 30D | -12.3% | -2.8% | -9.5% | -11.7% |
| 3M | -22.2% | -27.3% | +5.1% | -14.9% |
| 6M | -14.3% | -13.7% | -0.6% | -13.5% |
| YTD | -26.6% | +13.8% | -40.4% | -34.1% |
| 1Y | -31.5% | +34.9% | -66.4% | -43.4% |
| 3Y | +62.3% | +213.5% | -151.3% | -17.0% |
| All | +22.6% | +252.1% | -229.6% | -45.9% |
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