+3,155.8%
NVMI vs BTG
+159.3%
+2,996.5%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.5% |
| 7D | -0.1% | -3.8% | +3.7% | +0.4% |
| 30D | -8.4% | +3.6% | -12.0% | -8.9% |
| 3M | -33.6% | +32.0% | -65.6% | -36.4% |
| 6M | -14.7% | +3.4% | -18.0% | -15.9% |
| YTD | +13.2% | +20.8% | -7.6% | +9.3% |
| 1Y | +29.0% | +22.4% | +6.6% | +24.0% |
| 3Y | +215.0% | +91.7% | +123.3% | +181.3% |
| 5Y | +268.6% | +79.0% | +189.6% | +227.9% |
| All | +3,155.8% | +159.3% | +2,996.5% | +2,820.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling