+1.3%
CHD vs NVMI
+207.9%
-206.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | +0.3% |
| 7D | -4.5% | -0.1% | -4.4% | -4.5% |
| 30D | -6.7% | -8.4% | +1.7% | -7.1% |
| 3M | -2.7% | -33.6% | +30.8% | -4.5% |
| 6M | -4.9% | -14.7% | +9.7% | -5.5% |
| YTD | +13.3% | +13.2% | +0.1% | +14.3% |
| 1Y | +1.0% | +29.0% | -28.0% | +2.6% |
| 3Y | +1.3% | +215.0% | -213.7% | +3.1% |
| All | +1.3% | +207.9% | -206.5% | +3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling