+58.2%
CAPR vs NVMI
+53.9%
+4.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.5% | -4.2% | -0.4% |
| 7D | -2.0% | +6.6% | -8.6% | -4.0% |
| 30D | +139.2% | -7.5% | +146.7% | +145.2% |
| 3M | -66.4% | -28.5% | -37.9% | -62.3% |
| 6M | -63.1% | -15.7% | -47.4% | -61.2% |
| YTD | -67.4% | +13.3% | -80.7% | -71.0% |
| 1Y | +58.2% | +48.3% | +10.0% | +54.7% |
| All | +58.2% | +53.9% | +4.4% | +54.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling