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  • ALL vs NVMI✓SelectedUSD · NVMIALL vs NVMI performance historyLatest closeAs of-2.35%09/08
Stock and ETF performance explorer

ALL vs NVMI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,002.8%
NVMI return
+1,995.1%
Excess return
+7.7%
Maximum drawdown
-77.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioNVMIExcessAlpha
1D-2.4%+1.3%-3.7%-2.4%
7D-1.7%+11.7%-13.4%-2.3%
30D-4.7%-4.0%-0.6%-4.5%
3M+18.4%-25.8%+44.1%+19.7%
6M+20.5%-8.3%+28.8%+19.9%
YTD+23.5%+14.8%+8.7%+21.0%
1Y+29.0%+37.9%-8.9%+24.6%
3Y+153.7%+216.3%-62.6%+128.3%
5Y+114.8%+277.2%-162.4%+88.9%
10Y+356.1%+3,074.3%-2,718.2%+248.7%
All+2,002.8%+1,995.1%+7.7%+1,100.3%

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