+33.1%
CVS vs NVMI
+256.3%
-223.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | 0.0% |
| 7D | -2.0% | +3.8% | -5.7% | -2.1% |
| 30D | +1.9% | -7.6% | +9.5% | +2.1% |
| 3M | -2.2% | -28.0% | +25.8% | -1.5% |
| 6M | +26.7% | -15.3% | +42.0% | +26.7% |
| YTD | +22.9% | +11.5% | +11.4% | +21.5% |
| 1Y | +32.9% | +31.6% | +1.3% | +30.6% |
| 3Y | +62.3% | +207.0% | -144.7% | +48.9% |
| All | +33.1% | +256.3% | -223.2% | +19.9% |
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