+11.9%
COST vs NVMI
-11.6%
+23.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.4% | +5.1% | +2.5% |
| 7D | +6.6% | -11.8% | +18.4% | +5.6% |
| 30D | +13.5% | -24.8% | +38.3% | +11.2% |
| 3M | +10.6% | -28.6% | +39.1% | +8.2% |
| 6M | +3.6% | -40.0% | +43.6% | +0.6% |
| YTD | +22.1% | -10.1% | +32.1% | +17.1% |
| 1Y | +11.9% | -9.8% | +21.6% | +7.5% |
| All | +11.9% | -11.6% | +23.5% | +7.5% |
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