-44.8%
COMP vs NVMI
+299.3%
-344.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -5.0% | -1.7% |
| 7D | +1.4% | +6.6% | -5.2% | -1.3% |
| 30D | -13.3% | -7.5% | -5.8% | -10.9% |
| 3M | +41.1% | -28.5% | +69.6% | +57.2% |
| 6M | +17.2% | -15.7% | +32.9% | +20.4% |
| YTD | +5.2% | +13.3% | -8.1% | -5.9% |
| 1Y | +18.9% | +48.3% | -29.4% | -8.1% |
| 3Y | +215.9% | +191.2% | +24.7% | +35.9% |
| 5Y | -31.2% | +268.7% | -299.9% | -75.3% |
| All | -44.8% | +299.3% | -344.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling