-52.0%
COO vs NVMI
+263.1%
-315.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -2.1% | -12.6% | -14.4% |
| 7D | -23.3% | +3.8% | -27.1% | -23.6% |
| 30D | -29.5% | -7.6% | -21.9% | -28.9% |
| 3M | -20.0% | -28.0% | +8.0% | -17.3% |
| 6M | -27.2% | -15.3% | -11.9% | -27.3% |
| YTD | -33.9% | +11.5% | -45.4% | -37.2% |
| 1Y | -19.9% | +31.6% | -51.5% | -26.5% |
| 3Y | -38.1% | +207.0% | -245.1% | -56.5% |
| 5Y | -52.0% | +262.8% | -314.8% | -68.7% |
| All | -52.0% | +263.1% | -315.1% | -68.7% |
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 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