+1,648.0%
COP vs NVMI
+1,995.1%
-347.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.8% | +0.5% |
| 7D | -0.8% | +11.7% | -12.5% | -1.5% |
| 30D | +15.6% | -4.0% | +19.6% | +15.8% |
| 3M | +14.3% | -25.8% | +40.1% | +15.9% |
| 6M | +17.0% | -8.3% | +25.3% | +16.5% |
| YTD | +47.4% | +14.8% | +32.6% | +44.4% |
| 1Y | +52.4% | +37.9% | +14.5% | +47.1% |
| 3Y | +20.8% | +216.3% | -195.4% | +8.8% |
| 5Y | +191.7% | +277.2% | -85.5% | +157.5% |
| 10Y | +325.1% | +3,074.3% | -2,749.3% | +237.8% |
| All | +1,648.0% | +1,995.1% | -347.1% | +1,203.4% |
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