-28.1%
COMP vs NVMI
+265.1%
-293.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.3% | -4.7% | -3.9% |
| 7D | +4.1% | +11.7% | -7.6% | -0.5% |
| 30D | -14.5% | -4.0% | -10.5% | -13.4% |
| 3M | +41.8% | -25.8% | +67.6% | +56.0% |
| 6M | +23.6% | -8.3% | +31.9% | +22.4% |
| YTD | +1.7% | +14.8% | -13.1% | -9.6% |
| 1Y | +12.6% | +37.9% | -25.3% | -9.9% |
| 3Y | +221.9% | +216.3% | +5.6% | +28.4% |
| 5Y | -28.1% | +277.2% | -305.3% | -74.8% |
| All | -28.1% | +265.1% | -293.2% | -74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling