+260.2%
NVMI vs BG
+81.8%
+178.4%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +1.9% |
| 7D | -0.1% | +3.1% | -3.2% | -0.7% |
| 30D | -8.4% | +10.2% | -18.6% | -10.2% |
| 3M | -33.6% | -1.7% | -31.9% | -33.4% |
| 6M | -14.7% | +1.0% | -15.7% | -15.4% |
| YTD | +13.2% | +39.9% | -26.7% | +4.3% |
| 1Y | +29.0% | +53.2% | -24.2% | +16.1% |
| 3Y | +215.0% | +16.3% | +198.7% | +197.7% |
| All | +260.2% | +81.8% | +178.4% | +173.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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