+60.7%
COP vs NVMI
-11.6%
+72.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.4% | -2.7% | -5.4% |
| 7D | -8.1% | -11.8% | +3.6% | -9.3% |
| 30D | +6.7% | -24.8% | +31.5% | +3.9% |
| 3M | +16.9% | -28.6% | +45.5% | +13.7% |
| 6M | +11.2% | -40.0% | +51.2% | +7.5% |
| YTD | +49.5% | -10.1% | +59.6% | +43.7% |
| 1Y | +60.7% | -9.8% | +70.4% | +55.5% |
| All | +60.7% | -11.6% | +72.3% | +55.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling