+912.2%
BX vs NVMI
+12,791.4%
-11,879.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.9% | -2.8% | -3.5% |
| 7D | -5.7% | +6.9% | -12.6% | -6.9% |
| 30D | -8.9% | -2.8% | -6.0% | -8.6% |
| 3M | +8.4% | -27.3% | +35.7% | +13.9% |
| 6M | +18.9% | -13.7% | +32.6% | +19.9% |
| YTD | -13.6% | +13.8% | -27.5% | -17.8% |
| 1Y | -22.4% | +34.9% | -57.3% | -29.1% |
| 3Y | +26.0% | +213.5% | -187.5% | -5.2% |
| 5Y | +18.8% | +272.5% | -253.7% | -13.6% |
| 10Y | +668.7% | +3,142.4% | -2,473.7% | +300.6% |
| All | +912.2% | +12,791.4% | -11,879.2% | +296.4% |
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