-11.3%
ABT vs NVMI
+261.9%
-273.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -2.9% | -1.4% |
| 7D | -5.9% | -0.1% | -5.8% | -5.9% |
| 30D | -8.1% | -8.4% | +0.3% | -7.9% |
| 3M | +14.5% | -33.6% | +48.1% | +15.7% |
| 6M | -6.3% | -14.7% | +8.4% | -6.9% |
| YTD | -17.1% | +13.2% | -30.3% | -19.1% |
| 1Y | -21.4% | +29.0% | -50.4% | -24.1% |
| 3Y | +5.9% | +215.0% | -209.1% | -12.1% |
| All | -11.3% | +261.9% | -273.2% | -30.0% |
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