+20.1%
COMP vs NVMI
-11.6%
+31.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -2.4% | +10.2% | +8.3% |
| 7D | +9.5% | -11.8% | +21.2% | +13.0% |
| 30D | +8.1% | -24.8% | +32.9% | +16.0% |
| 3M | -16.3% | -28.6% | +12.2% | -9.3% |
| 6M | +42.2% | -40.0% | +82.2% | +56.7% |
| YTD | -5.0% | -10.1% | +5.0% | -6.1% |
| 1Y | +20.1% | -9.8% | +29.8% | +18.3% |
| All | +20.1% | -11.6% | +31.7% | +18.3% |
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