-81.2%
ABCL vs NVMI
+449.8%
-531.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.5% | -3.1% |
| 7D | -2.7% | +6.9% | -9.7% | -5.4% |
| 30D | +18.3% | -2.8% | +21.2% | +19.8% |
| 3M | +108.5% | -27.3% | +135.8% | +132.1% |
| 6M | +213.9% | -13.7% | +227.6% | +218.8% |
| YTD | +223.1% | +13.8% | +209.3% | +188.8% |
| 1Y | +160.6% | +34.9% | +125.8% | +118.3% |
| 3Y | +104.3% | +213.5% | -109.3% | +7.1% |
| 5Y | -40.0% | +272.5% | -312.5% | -73.6% |
| All | -81.2% | +449.8% | -531.0% | -92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 10y: compounded portfolio wealth divided by compounded NVMI 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…
10y analysis · Full analysis span regression · 6 months rolling