-5.6%
COST vs NVMI
+32.8%
-38.4%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.4% |
| 7D | -1.2% | -0.1% | -1.1% | -1.2% |
| 30D | -4.7% | -8.4% | +3.7% | -5.1% |
| 3M | -7.1% | -33.6% | +26.4% | -8.5% |
| 6M | -8.5% | -14.7% | +6.1% | -9.7% |
| YTD | +5.4% | +13.2% | -7.8% | +3.9% |
| 1Y | -5.6% | +29.0% | -34.6% | -5.6% |
| All | -5.6% | +32.8% | -38.4% | -5.6% |
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