+1,573.5%
CAH vs NVMI
+1,976.9%
-403.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.2% |
| 7D | -2.2% | +6.9% | -9.2% | -2.5% |
| 30D | +1.2% | -2.8% | +4.0% | +1.3% |
| 3M | +13.1% | -27.3% | +40.4% | +14.4% |
| 6M | +8.5% | -13.7% | +22.1% | +8.6% |
| YTD | +17.6% | +13.8% | +3.8% | +16.2% |
| 1Y | +60.7% | +34.9% | +25.8% | +57.2% |
| 3Y | +183.2% | +213.5% | -30.4% | +163.8% |
| 5Y | +402.2% | +272.5% | +129.7% | +360.7% |
| 10Y | +302.3% | +3,142.4% | -2,840.1% | +238.9% |
| All | +1,573.5% | +1,976.9% | -403.5% | +1,255.6% |
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