-39.8%
COO vs NVMI
+140.3%
-180.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.7% | +1.1% |
| 7D | +0.5% | +1.5% | -1.0% | +0.2% |
| 30D | +14.2% | -4.1% | +18.2% | +14.4% |
| 3M | -18.2% | -22.8% | +4.5% | -16.0% |
| 6M | +5.3% | -36.9% | +42.2% | +9.6% |
| YTD | -23.6% | -3.2% | -20.4% | -26.5% |
| 1Y | -12.7% | +7.1% | -19.8% | -17.6% |
| 3Y | -24.2% | +181.5% | -205.7% | -47.6% |
| All | -39.8% | +140.3% | -180.1% | -59.2% |
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