+986.6%
EMR vs NVMI
+1,995.1%
-1,008.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.8% | -0.6% |
| 7D | +3.1% | +11.7% | -8.6% | +1.8% |
| 30D | -3.5% | -4.0% | +0.5% | -3.2% |
| 3M | +9.8% | -25.8% | +35.5% | +12.9% |
| 6M | +10.8% | -8.3% | +19.1% | +11.2% |
| YTD | +15.9% | +14.8% | +1.1% | +13.6% |
| 1Y | +16.4% | +37.9% | -21.4% | +11.7% |
| 3Y | +62.1% | +216.3% | -154.2% | +41.3% |
| 5Y | +62.9% | +277.2% | -214.3% | +38.5% |
| 10Y | +267.8% | +3,074.3% | -2,806.6% | +163.6% |
| All | +986.6% | +1,995.1% | -1,008.5% | +545.7% |
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