+1,949.4%
ADSK vs NVMI
+1,965.6%
-16.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.2% |
| 7D | -2.5% | -0.1% | -2.4% | -2.5% |
| 30D | -14.9% | -8.4% | -6.5% | -14.1% |
| 3M | +3.3% | -33.6% | +36.9% | +7.5% |
| 6M | -15.7% | -14.7% | -1.0% | -16.0% |
| YTD | -28.2% | +13.2% | -41.5% | -31.5% |
| 1Y | -34.5% | +29.0% | -63.6% | -38.9% |
| 3Y | -2.9% | +215.0% | -217.9% | -21.5% |
| 5Y | -25.3% | +268.6% | -293.9% | -40.9% |
| 10Y | +217.8% | +3,124.7% | -2,906.9% | +103.0% |
| All | +1,949.4% | +1,965.6% | -16.2% | +1,174.0% |
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 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