-37.3%
ABCL vs NVMI
+265.1%
-302.4%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.3% | -0.4% |
| 7D | +1.4% | +11.7% | -10.3% | -2.9% |
| 30D | +65.1% | -4.0% | +69.1% | +67.4% |
| 3M | +111.1% | -25.8% | +136.8% | +131.8% |
| 6M | +231.6% | -8.3% | +239.9% | +228.4% |
| YTD | +234.5% | +14.8% | +219.7% | +199.9% |
| 1Y | +174.3% | +37.9% | +136.5% | +130.4% |
| 3Y | +111.5% | +216.3% | -104.8% | +16.1% |
| 5Y | -37.3% | +277.2% | -314.5% | -69.6% |
| All | -37.3% | +265.1% | -302.4% | -69.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling