+8,512.5%
NVMI vs BG
+1,192.5%
+7,320.0%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.3% |
| 7D | +3.8% | +3.7% | +0.1% | +3.0% |
| 30D | -7.6% | +12.3% | -19.9% | -9.8% |
| 3M | -28.0% | -2.2% | -25.8% | -27.9% |
| 6M | -15.3% | +5.3% | -20.6% | -16.8% |
| YTD | +11.5% | +42.4% | -30.9% | +3.1% |
| 1Y | +31.6% | +55.2% | -23.6% | +19.3% |
| 3Y | +207.0% | +21.0% | +186.0% | +188.7% |
| 5Y | +262.8% | +87.1% | +175.7% | +208.3% |
| 10Y | +3,074.6% | +169.8% | +2,904.7% | +2,319.7% |
| All | +8,512.5% | +1,192.5% | +7,320.0% | +5,206.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling