+667.8%
EIX vs NVMI
+1,967.2%
-1,299.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.5% | -4.7% | +0.6% |
| 7D | -19.1% | +6.6% | -25.7% | -19.3% |
| 30D | -16.9% | -7.5% | -9.4% | -16.7% |
| 3M | -20.0% | -28.5% | +8.5% | -19.3% |
| 6M | -21.3% | -15.7% | -5.6% | -21.2% |
| YTD | -1.7% | +13.3% | -15.0% | -2.7% |
| 1Y | +9.6% | +48.3% | -38.7% | +7.3% |
| 3Y | -3.7% | +191.2% | -194.9% | -8.9% |
| 5Y | +22.6% | +268.7% | -246.1% | +14.3% |
| 10Y | +17.7% | +3,034.8% | -3,017.1% | +2.1% |
| All | +667.8% | +1,967.2% | -1,299.4% | +509.4% |
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 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