-47.0%
COMP vs NVMI
+301.2%
-348.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.3% |
| 7D | +0.8% | +6.9% | -6.1% | -1.9% |
| 30D | -13.9% | -2.8% | -11.0% | -13.2% |
| 3M | +30.7% | -27.3% | +58.1% | +45.0% |
| 6M | +18.7% | -13.7% | +32.3% | +20.6% |
| YTD | +1.0% | +13.8% | -12.8% | -9.8% |
| 1Y | +15.1% | +34.9% | -19.8% | -6.9% |
| 3Y | +219.8% | +213.5% | +6.2% | +30.6% |
| 5Y | -28.7% | +272.5% | -301.1% | -74.5% |
| All | -47.0% | +301.2% | -348.2% | -81.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling