+369.5%
ALAB vs NVMI
+110.7%
+258.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +1.1% |
| 7D | -6.2% | -0.1% | -6.1% | -6.2% |
| 30D | -8.7% | -8.4% | -0.3% | -2.0% |
| 3M | -20.7% | -33.6% | +12.8% | +11.0% |
| 6M | +133.5% | -14.7% | +148.2% | +173.7% |
| YTD | +75.1% | +13.2% | +61.8% | +65.5% |
| 1Y | +25.0% | +29.0% | -4.0% | +8.1% |
| All | +369.5% | +110.7% | +258.8% | +159.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling