+4,587.1%
CHD vs NVMI
+1,976.9%
+2,610.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.4% |
| 7D | -4.2% | +6.9% | -11.1% | -4.3% |
| 30D | -7.6% | -2.8% | -4.7% | -7.5% |
| 3M | -1.6% | -27.3% | +25.7% | -0.9% |
| 6M | -6.3% | -13.7% | +7.4% | -6.3% |
| YTD | +14.6% | +13.8% | +0.8% | +13.5% |
| 1Y | +1.6% | +34.9% | -33.3% | -0.1% |
| 3Y | +3.1% | +213.5% | -210.4% | -2.4% |
| 5Y | +21.1% | +272.5% | -251.4% | +13.1% |
| 10Y | +128.6% | +3,142.4% | -3,013.8% | +96.1% |
| All | +4,587.1% | +1,976.9% | +2,610.2% | +3,931.0% |
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