+111.5%
ABCL vs NVMI
+212.4%
-100.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.3% | -0.4% |
| 7D | +1.4% | +11.7% | -10.3% | -2.5% |
| 30D | +65.1% | -4.0% | +69.1% | +67.2% |
| 3M | +111.1% | -25.8% | +136.8% | +129.8% |
| 6M | +231.6% | -8.3% | +239.9% | +228.3% |
| YTD | +234.5% | +14.8% | +219.7% | +202.5% |
| 1Y | +174.3% | +37.9% | +136.5% | +134.9% |
| 3Y | +111.5% | +216.3% | -104.8% | +29.4% |
| All | +111.5% | +212.4% | -100.9% | +29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling