+48.3%
NVMI vs BTG
+38.4%
+9.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.4% | +6.9% | +5.9% |
| 7D | +6.6% | -0.9% | +7.5% | +6.8% |
| 30D | -7.5% | +36.8% | -44.4% | -16.3% |
| 3M | -28.5% | +23.1% | -51.6% | -33.3% |
| 6M | -15.7% | +3.5% | -19.2% | -17.6% |
| YTD | +13.3% | +25.5% | -12.2% | +3.0% |
| 1Y | +48.3% | +40.1% | +8.2% | +30.7% |
| All | +48.3% | +38.4% | +9.9% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 1y: compounded portfolio wealth divided by compounded BTG 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…
1y analysis · Full analysis span regression · 6 months rolling