+141.4%
NVMI vs BUD
+51.6%
+89.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -3.2% |
| 7D | +1.5% | +1.0% | +0.5% | +1.3% |
| 30D | -4.1% | +6.7% | -10.8% | -5.4% |
| 3M | -22.8% | +5.7% | -28.5% | -23.8% |
| 6M | -36.9% | +5.8% | -42.7% | -38.1% |
| YTD | -3.2% | +34.4% | -37.6% | -10.9% |
| 1Y | +7.1% | +33.3% | -26.2% | -1.3% |
| 3Y | +181.5% | +48.8% | +132.7% | +142.7% |
| All | +141.4% | +51.6% | +89.8% | +105.3% |
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