+6.3%
EMB vs NVMI
+263.1%
-256.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.7% |
| 7D | -1.1% | +3.8% | -4.9% | -1.4% |
| 30D | -1.1% | -7.6% | +6.5% | -0.6% |
| 3M | -0.8% | -28.0% | +27.2% | +1.0% |
| 6M | -0.1% | -15.3% | +15.3% | +0.3% |
| YTD | +0.4% | +11.5% | -11.0% | -1.4% |
| 1Y | +3.3% | +31.6% | -28.3% | -0.2% |
| 3Y | +29.0% | +207.0% | -177.9% | +11.4% |
| 5Y | +6.3% | +262.8% | -256.5% | -11.5% |
| All | +6.3% | +263.1% | -256.8% | -11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling