+31.9%
DIS vs NVMI
+2,494.8%
-2,462.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +1.2% |
| 7D | +1.9% | +1.5% | +0.4% | +1.6% |
| 30D | +9.2% | -4.1% | +13.2% | +9.5% |
| 3M | +13.5% | -22.8% | +36.3% | +18.0% |
| 6M | +14.3% | -36.9% | +51.2% | +21.3% |
| YTD | +5.4% | -3.2% | +8.6% | +0.7% |
| 1Y | +12.2% | +7.1% | +5.1% | +4.4% |
| 3Y | +37.2% | +181.5% | -144.3% | -5.7% |
| 5Y | -23.1% | +141.2% | -164.3% | -47.0% |
| All | +31.9% | +2,494.8% | -2,462.9% | -42.2% |
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