+91.5%
CSCO vs NVMI
+140.3%
-48.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -3.0% | -3.3% | -5.6% |
| 7D | +1.9% | +1.5% | +0.4% | +1.6% |
| 30D | -15.8% | -4.1% | -11.8% | -15.3% |
| 3M | -15.4% | -22.8% | +7.4% | -11.4% |
| 6M | -5.4% | -36.9% | +31.5% | +2.1% |
| YTD | +26.5% | -3.2% | +29.7% | +25.6% |
| 1Y | +25.9% | +7.1% | +18.8% | +22.6% |
| 3Y | +97.5% | +181.5% | -84.0% | +47.2% |
| All | +91.5% | +140.3% | -48.8% | +42.4% |
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