-49.3%
COMP vs NVMI
+236.1%
-285.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +11.7% | -1.0% | +6.1% |
| 7D | +13.4% | +0.3% | +13.1% | +13.3% |
| 30D | +11.1% | -17.1% | +28.2% | +19.1% |
| 3M | -18.8% | -17.9% | -1.0% | -13.4% |
| 6M | +10.5% | -41.4% | +51.9% | +30.3% |
| YTD | -3.4% | -4.6% | +1.2% | -8.4% |
| 1Y | +19.7% | -0.3% | +20.0% | +10.5% |
| 3Y | +381.6% | +214.5% | +167.1% | +84.4% |
| 5Y | -17.6% | +148.5% | -166.1% | -65.8% |
| All | -49.3% | +236.1% | -285.4% | -81.5% |
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