Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • DRI vs NVMI✓SelectedUSD · NVMIDRI vs NVMI performance historyLatest closeAs of-1.83%09/08
Stock and ETF performance explorer

DRI vs NVMI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,500.2%
NVMI return
+1,995.1%
Excess return
+1,505.2%
Maximum drawdown
-72.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-08.

Portfolio and benchmark returns by period
PeriodPortfolioNVMIExcessAlpha
1D-1.8%+1.3%-3.2%-1.9%
7D-1.2%+11.7%-12.9%-2.0%
30D-0.4%-4.0%+3.7%-0.2%
3M+9.5%-25.8%+35.3%+11.3%
6M+6.5%-8.3%+14.8%+6.2%
YTD+18.4%+14.8%+3.6%+16.1%
1Y+4.2%+37.9%-33.6%+0.6%
3Y+57.1%+216.3%-159.2%+40.7%
5Y+70.4%+277.2%-206.8%+50.1%
10Y+354.0%+3,074.3%-2,720.3%+260.1%
All+3,500.2%+1,995.1%+1,505.2%+2,312.3%

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 1990-01-01 to 2026-09-08: 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…

1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling