+18.4%
BX vs NVMI
+261.9%
-243.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.9% | +2.0% |
| 7D | -5.6% | -0.1% | -5.5% | -5.6% |
| 30D | -12.2% | -8.4% | -3.8% | -10.0% |
| 3M | +7.4% | -33.6% | +41.0% | +20.6% |
| 6M | +22.2% | -14.7% | +36.8% | +22.8% |
| YTD | -14.0% | +13.2% | -27.2% | -23.1% |
| 1Y | -27.3% | +29.0% | -56.3% | -39.2% |
| 3Y | +24.5% | +215.0% | -190.4% | -40.7% |
| All | +18.4% | +261.9% | -243.4% | -50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling