+1,105.8%
ABT vs NVMI
+1,976.9%
-871.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | -4.7% | +6.9% | -11.7% | -5.0% |
| 30D | -3.1% | -2.8% | -0.3% | -3.1% |
| 3M | +16.1% | -27.3% | +43.5% | +17.2% |
| 6M | -5.3% | -13.7% | +8.3% | -5.4% |
| YTD | -14.4% | +13.8% | -28.3% | -15.6% |
| 1Y | -18.4% | +34.9% | -53.3% | -20.2% |
| 3Y | +11.2% | +213.5% | -202.3% | +3.5% |
| 5Y | -9.4% | +272.5% | -281.9% | -16.8% |
| 10Y | +209.7% | +3,142.4% | -2,932.7% | +163.7% |
| All | +1,105.8% | +1,976.9% | -871.2% | +811.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling