+272.5%
NVMI vs BUD
+44.7%
+227.8%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.4% |
| 7D | +6.9% | -1.3% | +8.3% | +7.2% |
| 30D | -2.8% | -6.1% | +3.3% | -1.6% |
| 3M | -27.3% | -3.8% | -23.6% | -27.1% |
| 6M | -13.7% | +8.2% | -21.8% | -15.9% |
| YTD | +13.8% | +23.6% | -9.7% | +7.1% |
| 1Y | +34.9% | +33.4% | +1.4% | +24.1% |
| 3Y | +213.5% | +45.3% | +168.2% | +169.9% |
| 5Y | +272.5% | +44.3% | +228.2% | +216.1% |
| All | +272.5% | +44.7% | +227.8% | +216.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling