+14.4%
BABA vs NVMI
+3,108.0%
-3,093.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.1% |
| 7D | -2.9% | +3.8% | -6.7% | -4.0% |
| 30D | -15.1% | -7.6% | -7.5% | -13.4% |
| 3M | -5.0% | -28.0% | +22.9% | +2.5% |
| 6M | -19.9% | -15.3% | -4.6% | -18.9% |
| YTD | -25.3% | +11.5% | -36.7% | -31.1% |
| 1Y | -23.9% | +31.6% | -55.5% | -34.0% |
| 3Y | +28.1% | +207.0% | -178.9% | -26.4% |
| 5Y | -31.4% | +262.8% | -294.2% | -64.2% |
| All | +14.4% | +3,108.0% | -3,093.5% | -73.4% |
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