-5.4%
CSCO vs NVMI
-36.3%
+30.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -3.0% | -3.3% | -5.4% |
| 7D | +1.9% | +1.5% | +0.4% | +1.5% |
| 30D | -15.8% | -4.1% | -11.8% | -14.8% |
| 3M | -15.4% | -22.8% | +7.4% | -9.4% |
| 6M | -5.4% | -36.9% | +31.5% | +4.5% |
| All | -5.4% | -36.3% | +30.9% | +4.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling