+3,802.1%
DHR vs NVMI
+1,933.5%
+1,868.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.9% |
| 7D | -5.0% | +3.8% | -8.8% | -5.3% |
| 30D | -3.3% | -7.6% | +4.2% | -2.8% |
| 3M | +9.4% | -28.0% | +37.4% | +11.6% |
| 6M | +3.2% | -15.3% | +18.5% | +3.5% |
| YTD | -12.0% | +11.5% | -23.5% | -13.9% |
| 1Y | +4.9% | +31.6% | -26.7% | +1.1% |
| 3Y | -7.4% | +207.0% | -214.3% | -17.8% |
| 5Y | -29.8% | +262.8% | -292.6% | -38.9% |
| 10Y | +209.1% | +3,074.6% | -2,865.5% | +132.7% |
| All | +3,802.1% | +1,933.5% | +1,868.6% | +2,426.8% |
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