+1,528.0%
COO vs NVMI
+1,995.1%
-467.1%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -4.1% | -2.8% |
| 7D | -2.3% | +11.7% | -14.0% | -3.1% |
| 30D | -8.8% | -4.0% | -4.8% | -8.6% |
| 3M | +1.3% | -25.8% | +27.1% | +3.0% |
| 6M | -11.6% | -8.3% | -3.3% | -11.9% |
| YTD | -17.4% | +14.8% | -32.2% | -19.2% |
| 1Y | -1.6% | +37.9% | -39.5% | -5.2% |
| 3Y | -22.6% | +216.3% | -238.9% | -31.1% |
| 5Y | -40.3% | +277.2% | -317.5% | -47.8% |
| 10Y | +45.2% | +3,074.3% | -3,029.1% | +11.7% |
| All | +1,528.0% | +1,995.1% | -467.1% | +1,000.1% |
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