-32.0%
ARWR vs NVMI
+1,976.9%
-2,009.0%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.8% |
| 7D | -3.2% | +6.9% | -10.1% | -3.9% |
| 30D | -6.5% | -2.8% | -3.6% | -6.2% |
| 3M | +12.7% | -27.3% | +40.0% | +16.0% |
| 6M | +36.2% | -13.7% | +49.9% | +37.4% |
| YTD | +24.5% | +13.8% | +10.6% | +21.6% |
| 1Y | +198.0% | +34.9% | +163.1% | +186.2% |
| 3Y | +176.4% | +213.5% | -37.2% | +141.3% |
| 5Y | +26.6% | +272.5% | -245.9% | +8.8% |
| 10Y | +1,054.1% | +3,142.4% | -2,088.4% | +792.8% |
| All | -32.0% | +1,976.9% | -2,009.0% | -37.1% |
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 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