+63.9%
CSCO vs NVMI
+53.9%
+10.1%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -5.0% | -0.7% |
| 7D | -0.7% | +6.6% | -7.3% | -2.1% |
| 30D | -10.1% | -7.5% | -2.6% | -8.8% |
| 3M | -15.7% | -28.5% | +12.8% | -10.1% |
| 6M | +36.3% | -15.7% | +52.0% | +39.7% |
| YTD | +43.8% | +13.3% | +30.5% | +43.3% |
| 1Y | +63.9% | +48.3% | +15.7% | +61.3% |
| All | +63.9% | +53.9% | +10.1% | +61.3% |
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 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