+273.7%
ELV vs NVMI
+3,158.6%
-2,884.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.4% |
| 7D | +3.2% | -0.1% | +3.3% | +3.2% |
| 30D | +5.4% | -8.4% | +13.8% | +6.2% |
| 3M | +5.4% | -33.6% | +38.9% | +9.2% |
| 6M | +45.7% | -14.7% | +60.4% | +45.5% |
| YTD | +21.2% | +13.2% | +8.0% | +16.3% |
| 1Y | +35.6% | +29.0% | +6.6% | +27.4% |
| 3Y | -2.0% | +215.0% | -217.0% | -24.5% |
| 5Y | +26.0% | +268.6% | -242.6% | -9.5% |
| All | +273.7% | +3,158.6% | -2,884.9% | +74.6% |
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