+18.9%
COMP vs NVMI
+53.9%
-34.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -5.0% | -0.8% |
| 7D | +1.4% | +6.6% | -5.2% | -0.2% |
| 30D | -13.3% | -7.5% | -5.8% | -11.9% |
| 3M | +41.1% | -28.5% | +69.6% | +50.2% |
| 6M | +17.2% | -15.7% | +32.9% | +18.5% |
| YTD | +5.2% | +13.3% | -8.1% | +4.8% |
| 1Y | +18.9% | +48.3% | -29.4% | +21.6% |
| All | +18.9% | +53.9% | -34.9% | +21.6% |
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 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