-15.3%
NVMI vs BTG
+0.7%
-16.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -1.4% |
| 7D | +3.8% | -5.5% | +9.2% | +5.2% |
| 30D | -7.6% | +6.1% | -13.7% | -9.0% |
| 3M | -28.0% | +38.6% | -66.6% | -34.3% |
| 6M | -15.3% | +0.7% | -16.0% | -16.4% |
| All | -15.3% | +0.7% | -16.0% | -16.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling