+2,268.3%
COST vs NVMI
+1,965.6%
+302.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.2% |
| 7D | -1.2% | -0.1% | -1.1% | -1.2% |
| 30D | -4.7% | -8.4% | +3.7% | -4.2% |
| 3M | -7.1% | -33.6% | +26.4% | -5.0% |
| 6M | -8.5% | -14.7% | +6.1% | -8.4% |
| YTD | +5.4% | +13.2% | -7.8% | +3.2% |
| 1Y | -5.6% | +29.0% | -34.6% | -8.7% |
| 3Y | +68.5% | +215.0% | -146.5% | +50.5% |
| 5Y | +105.2% | +268.6% | -163.3% | +80.3% |
| 10Y | +610.7% | +3,124.7% | -2,514.0% | +443.5% |
| All | +2,268.3% | +1,965.6% | +302.6% | +1,441.3% |
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