+85.7%
COPX vs NVMI
+53.9%
+31.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.5% | -6.1% | -2.9% |
| 7D | -4.0% | +6.6% | -10.6% | -6.6% |
| 30D | +4.5% | -7.5% | +12.1% | +7.5% |
| 3M | +0.8% | -28.5% | +29.3% | +14.3% |
| 6M | +3.2% | -15.7% | +18.9% | +7.2% |
| YTD | +26.7% | +13.3% | +13.4% | +19.1% |
| 1Y | +85.7% | +48.3% | +37.4% | +69.9% |
| All | +85.7% | +53.9% | +31.8% | +69.9% |
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