+164.7%
COPX vs NVMI
+261.9%
-97.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.6% |
| 7D | -2.3% | -0.1% | -2.3% | -2.3% |
| 30D | +0.3% | -8.4% | +8.7% | +2.9% |
| 3M | +6.8% | -33.6% | +40.4% | +20.2% |
| 6M | +7.9% | -14.7% | +22.6% | +11.8% |
| YTD | +23.7% | +13.2% | +10.5% | +18.3% |
| 1Y | +71.5% | +29.0% | +42.5% | +57.2% |
| 3Y | +149.1% | +215.0% | -65.9% | +62.8% |
| All | +164.7% | +261.9% | -97.2% | +52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling