+3,023.1%
DGX vs NVMI
+1,933.5%
+1,089.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.7% |
| 7D | -3.5% | +3.8% | -7.2% | -3.6% |
| 30D | -2.7% | -7.6% | +4.9% | -2.4% |
| 3M | +13.9% | -28.0% | +41.9% | +15.2% |
| 6M | +16.0% | -15.3% | +31.3% | +16.2% |
| YTD | +34.9% | +11.5% | +23.5% | +33.3% |
| 1Y | +30.6% | +31.6% | -1.0% | +27.7% |
| 3Y | +93.0% | +207.0% | -114.0% | +79.1% |
| 5Y | +64.4% | +262.8% | -198.4% | +50.2% |
| 10Y | +248.1% | +3,074.6% | -2,826.5% | +189.2% |
| All | +3,023.1% | +1,933.5% | +1,089.6% | +2,491.8% |
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