-49.3%
COMP vs NVMI
+241.1%
-290.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.0% | +4.7% | +2.9% |
| 7D | 0.0% | +1.5% | -1.5% | -0.6% |
| 30D | +16.6% | -4.1% | +20.6% | +18.2% |
| 3M | -23.5% | -22.8% | -0.8% | -16.4% |
| 6M | +25.7% | -36.9% | +62.6% | +43.6% |
| YTD | -3.4% | -3.2% | -0.2% | -9.0% |
| 1Y | +7.6% | +7.1% | +0.5% | -3.4% |
| 3Y | +423.6% | +181.5% | +242.1% | +118.7% |
| 5Y | -10.6% | +141.2% | -151.8% | -62.6% |
| All | -49.3% | +241.1% | -290.5% | -81.7% |
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