+338.5%
COP vs NVMI
+3,158.6%
-2,820.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.1% |
| 7D | +2.3% | -0.1% | +2.4% | +2.3% |
| 30D | +8.6% | -8.4% | +17.0% | +10.1% |
| 3M | +19.9% | -33.6% | +53.4% | +27.5% |
| 6M | +19.0% | -14.7% | +33.7% | +18.4% |
| YTD | +50.0% | +13.2% | +36.7% | +39.2% |
| 1Y | +50.5% | +29.0% | +21.5% | +34.5% |
| 3Y | +25.2% | +215.0% | -189.8% | -17.5% |
| 5Y | +194.3% | +268.6% | -74.3% | +74.1% |
| All | +338.5% | +3,158.6% | -2,820.1% | +70.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling