+25,676.8%
NVMI vs BTG
+371.8%
+25,305.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -1.9% |
| 7D | +3.8% | -5.5% | +9.2% | +4.2% |
| 30D | -7.6% | +6.1% | -13.7% | -8.0% |
| 3M | -28.0% | +38.6% | -66.6% | -29.9% |
| 6M | -15.3% | +0.7% | -16.0% | -15.8% |
| YTD | +11.5% | +20.3% | -8.9% | +9.4% |
| 1Y | +31.6% | +25.0% | +6.5% | +28.7% |
| 3Y | +207.0% | +97.3% | +109.7% | +188.7% |
| 5Y | +262.8% | +78.3% | +184.5% | +241.4% |
| 10Y | +3,074.6% | +151.6% | +2,923.0% | +2,804.4% |
| All | +25,676.8% | +371.8% | +25,305.0% | +18,546.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling