+7,520.7%
BLK vs NVMI
+1,965.6%
+5,555.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.5% |
| 7D | -3.3% | -0.1% | -3.2% | -3.3% |
| 30D | -6.5% | -8.4% | +1.9% | -5.8% |
| 3M | +6.7% | -33.6% | +40.3% | +10.8% |
| 6M | +14.7% | -14.7% | +29.4% | +15.5% |
| YTD | +2.5% | +13.2% | -10.7% | 0.0% |
| 1Y | -2.8% | +29.0% | -31.8% | -6.7% |
| 3Y | +65.9% | +215.0% | -149.1% | +42.3% |
| 5Y | +33.0% | +268.6% | -235.6% | +11.7% |
| 10Y | +281.2% | +3,124.7% | -2,843.5% | +168.4% |
| All | +7,520.7% | +1,965.6% | +5,555.0% | +4,040.5% |
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