-46.5%
COMP vs NVMI
+257.6%
-304.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +6.4% | -0.7% | +3.1% |
| 7D | +14.5% | +9.6% | +4.9% | +10.6% |
| 30D | +14.9% | -5.6% | +20.5% | +17.2% |
| 3M | -14.2% | -15.2% | +1.0% | -9.6% |
| 6M | +23.7% | -36.1% | +59.8% | +40.8% |
| YTD | +2.1% | +1.5% | +0.6% | -5.6% |
| 1Y | +26.2% | +8.3% | +17.9% | +12.7% |
| 3Y | +470.9% | +212.6% | +258.3% | +124.8% |
| 5Y | -14.0% | +158.4% | -172.4% | -65.0% |
| All | -46.5% | +257.6% | -304.1% | -81.0% |
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 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