+201.6%
NVMI vs BUD
+48.3%
+153.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.3% | +6.9% | +4.3% |
| 7D | +15.3% | +0.5% | +14.8% | +15.4% |
| 30D | +0.1% | +7.4% | -7.3% | +0.9% |
| 3M | -14.0% | +4.3% | -18.3% | -13.2% |
| 6M | -35.2% | +5.3% | -40.5% | -34.7% |
| YTD | +3.7% | +33.2% | -29.5% | +5.2% |
| 1Y | +10.3% | +31.8% | -21.5% | +11.9% |
| All | +201.6% | +48.3% | +153.3% | +192.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling