-33.6%
NVMI vs BUD
+5.0%
-38.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.3% | -3.5% | -4.0% |
| 7D | +16.9% | -1.6% | +18.5% | +15.5% |
| 30D | -4.3% | +6.7% | -10.9% | +0.9% |
| 3M | -19.3% | +5.9% | -25.2% | -14.6% |
| 6M | -33.6% | +5.1% | -38.6% | -30.4% |
| All | -33.6% | +5.0% | -38.6% | -30.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling