-9.8%
NVMI vs BTG
+24.4%
-34.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +8.7% | -11.2% | -5.1% |
| 7D | -11.8% | -0.2% | -11.6% | -11.8% |
| 30D | -24.8% | -0.8% | -24.0% | -24.8% |
| 3M | -28.6% | +31.8% | -60.4% | -35.1% |
| 6M | -40.0% | +20.4% | -60.4% | -44.1% |
| YTD | -10.1% | +14.7% | -24.8% | -18.0% |
| 1Y | -9.8% | +29.4% | -39.1% | -25.2% |
| All | -9.8% | +24.4% | -34.1% | -25.2% |
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