+248.1%
DGX vs NVMI
+3,158.6%
-2,910.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.5% |
| 7D | -0.9% | -0.1% | -0.8% | -0.9% |
| 30D | -1.2% | -8.4% | +7.2% | -0.5% |
| 3M | +15.8% | -33.6% | +49.3% | +19.4% |
| 6M | +18.2% | -14.7% | +32.8% | +18.1% |
| YTD | +37.2% | +13.2% | +24.0% | +32.5% |
| 1Y | +30.4% | +29.0% | +1.3% | +23.4% |
| 3Y | +96.7% | +215.0% | -118.3% | +57.2% |
| 5Y | +67.2% | +268.6% | -201.4% | +25.8% |
| All | +248.1% | +3,158.6% | -2,910.5% | +80.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling