+22.7%
DIS vs NVMI
+3,108.0%
-3,085.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +2.0% |
| 7D | -1.3% | +3.8% | -5.0% | -2.0% |
| 30D | +2.2% | -7.6% | +9.8% | +3.5% |
| 3M | +8.1% | -28.0% | +36.1% | +13.5% |
| 6M | +5.2% | -15.3% | +20.5% | +5.6% |
| YTD | -6.3% | +11.5% | -17.7% | -12.1% |
| 1Y | -7.3% | +31.6% | -38.9% | -16.9% |
| 3Y | +33.8% | +207.0% | -173.2% | -8.6% |
| 5Y | -40.7% | +262.8% | -303.6% | -62.3% |
| All | +22.7% | +3,108.0% | -3,085.3% | -46.4% |
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