-18.1%
NVMI vs BUD
+38.8%
-56.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.8% | -6.9% | -4.7% |
| 7D | -16.2% | +7.1% | -23.4% | -14.8% |
| 30D | -28.9% | +12.7% | -41.6% | -27.2% |
| 3M | -30.3% | 0.0% | -30.4% | -28.9% |
| 6M | -45.6% | +7.6% | -53.2% | -44.9% |
| YTD | -14.6% | +35.0% | -49.7% | -11.5% |
| 1Y | -18.1% | +37.6% | -55.6% | -14.8% |
| All | -18.1% | +38.8% | -56.9% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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