+143.2%
CSCO vs NVMI
+1,995.1%
-1,851.8%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.4% | -0.2% |
| 7D | -0.5% | +11.7% | -12.2% | -2.0% |
| 30D | -10.1% | -4.0% | -6.0% | -9.7% |
| 3M | -11.7% | -25.8% | +14.0% | -8.6% |
| 6M | +40.1% | -8.3% | +48.4% | +40.5% |
| YTD | +43.8% | +14.8% | +29.0% | +39.6% |
| 1Y | +66.6% | +37.9% | +28.7% | +57.3% |
| 3Y | +108.5% | +216.3% | -107.7% | +71.0% |
| 5Y | +114.0% | +277.2% | -163.2% | +68.8% |
| 10Y | +366.8% | +3,074.3% | -2,707.5% | +176.6% |
| All | +143.2% | +1,995.1% | -1,851.8% | +10.0% |
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