+48.7%
ADP vs NVMI
+140.3%
-91.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.6% | +0.8% |
| 7D | +2.2% | +1.5% | +0.7% | +2.1% |
| 30D | +10.6% | -4.1% | +14.6% | +10.7% |
| 3M | +12.9% | -22.8% | +35.7% | +14.1% |
| 6M | +50.6% | -36.9% | +87.5% | +52.8% |
| YTD | +23.2% | -3.2% | +26.4% | +17.5% |
| 1Y | +25.3% | +7.1% | +18.2% | +17.7% |
| 3Y | +47.1% | +181.5% | -134.4% | +6.9% |
| All | +48.7% | +140.3% | -91.6% | +6.0% |
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