+48.5%
AMZN vs NVMI
+261.9%
-213.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.4% | +1.5% |
| 7D | -0.7% | -0.1% | -0.6% | -0.7% |
| 30D | -3.9% | -8.4% | +4.5% | -1.8% |
| 3M | +6.3% | -33.6% | +39.9% | +17.9% |
| 6M | +20.8% | -14.7% | +35.4% | +21.1% |
| YTD | +11.2% | +13.2% | -2.0% | -0.5% |
| 1Y | +11.7% | +29.0% | -17.3% | -5.7% |
| 3Y | +79.4% | +215.0% | -135.5% | -7.0% |
| All | +48.5% | +261.9% | -213.3% | -29.1% |
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