+32,829.2%
NVMI vs BUD
+201.1%
+32,628.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.2% | +5.3% | +5.4% |
| 7D | +6.6% | +0.3% | +6.3% | +6.5% |
| 30D | -7.5% | -5.7% | -1.9% | -5.6% |
| 3M | -28.5% | +3.1% | -31.6% | -29.9% |
| 6M | -15.7% | +7.9% | -23.6% | -19.0% |
| YTD | +13.3% | +27.3% | -14.0% | +1.8% |
| 1Y | +48.3% | +37.8% | +10.5% | +28.5% |
| 3Y | +191.2% | +49.8% | +141.4% | +135.4% |
| 5Y | +268.7% | +43.8% | +224.8% | +198.0% |
| 10Y | +3,034.8% | -22.6% | +3,057.4% | +3,009.1% |
| All | +32,829.2% | +201.1% | +32,628.1% | +13,594.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling