-15.0%
ABCL vs NVMI
+156.9%
-172.0%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +6.4% | -1.2% | +2.6% |
| 7D | +12.4% | +9.6% | +2.8% | +8.3% |
| 30D | -0.4% | -5.6% | +5.2% | +2.2% |
| 3M | +80.4% | -15.2% | +95.6% | +92.1% |
| 6M | +138.5% | -36.1% | +174.6% | +174.9% |
| YTD | +265.5% | +1.5% | +264.0% | +243.1% |
| 1Y | +219.7% | +8.3% | +211.4% | +191.8% |
| 3Y | +209.4% | +212.6% | -3.2% | +66.5% |
| 5Y | -15.0% | +158.4% | -173.4% | -53.5% |
| All | -15.0% | +156.9% | -172.0% | -53.5% |
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