+45.0%
ADP vs NVMI
+274.3%
-229.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -1.0% |
| 7D | -5.7% | +6.9% | -12.6% | -6.0% |
| 30D | -3.1% | -2.8% | -0.2% | -3.0% |
| 3M | +15.6% | -27.3% | +42.9% | +17.2% |
| 6M | +20.8% | -13.7% | +34.5% | +19.3% |
| YTD | +4.7% | +13.8% | -9.1% | -0.6% |
| 1Y | -8.3% | +34.9% | -43.1% | -15.5% |
| 3Y | +13.6% | +213.5% | -200.0% | -16.2% |
| 5Y | +45.0% | +272.5% | -227.4% | +0.8% |
| All | +45.0% | +274.3% | -229.3% | +0.8% |
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