+260.2%
NVMI vs BTG
+78.0%
+182.2%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.5% |
| 7D | -0.1% | -3.8% | +3.7% | +0.6% |
| 30D | -8.4% | +3.6% | -12.0% | -9.1% |
| 3M | -33.6% | +32.0% | -65.6% | -37.4% |
| 6M | -14.7% | +3.4% | -18.0% | -16.4% |
| YTD | +13.2% | +20.8% | -7.6% | +7.9% |
| 1Y | +29.0% | +22.4% | +6.6% | +22.2% |
| 3Y | +215.0% | +91.7% | +123.3% | +169.2% |
| All | +260.2% | +78.0% | +182.2% | +213.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling