+115.4%
ALL vs NVMI
+263.1%
-147.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.8% |
| 7D | -4.3% | +3.8% | -8.1% | -4.2% |
| 30D | -3.6% | -7.6% | +4.0% | -3.8% |
| 3M | +13.2% | -28.0% | +41.2% | +12.5% |
| 6M | +22.5% | -15.3% | +37.8% | +21.7% |
| YTD | +22.7% | +11.5% | +11.3% | +21.6% |
| 1Y | +28.3% | +31.6% | -3.3% | +26.7% |
| 3Y | +152.0% | +207.0% | -54.9% | +136.5% |
| 5Y | +115.4% | +262.8% | -147.4% | +99.1% |
| All | +115.4% | +263.1% | -147.6% | +99.1% |
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