-80.5%
ABCL vs NVMI
+367.4%
-447.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.9% | +0.1% |
| 7D | -3.3% | +1.5% | -4.8% | -4.0% |
| 30D | -7.1% | -4.1% | -3.0% | -5.3% |
| 3M | +4.7% | -22.8% | +27.5% | +16.0% |
| 6M | +140.9% | -36.9% | +177.8% | +179.7% |
| YTD | +236.0% | -3.2% | +239.2% | +220.3% |
| 1Y | +217.4% | +7.1% | +210.3% | +189.2% |
| 3Y | +188.7% | +181.5% | +7.2% | +58.4% |
| 5Y | -23.5% | +141.2% | -164.7% | -57.6% |
| All | -80.5% | +367.4% | -447.9% | -91.4% |
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