+88.5%
ENB vs NVMI
+3,158.6%
-3,070.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.5% | -1.2% |
| 7D | -4.7% | -0.1% | -4.6% | -4.6% |
| 30D | -5.9% | -8.4% | +2.5% | -5.0% |
| 3M | -14.2% | -33.6% | +19.3% | -10.3% |
| 6M | -8.6% | -14.7% | +6.1% | -8.4% |
| YTD | +3.9% | +13.2% | -9.3% | -0.7% |
| 1Y | +1.8% | +29.0% | -27.2% | -5.2% |
| 3Y | +68.5% | +215.0% | -146.5% | +25.0% |
| 5Y | +62.4% | +268.6% | -206.1% | +11.2% |
| All | +88.5% | +3,158.6% | -3,070.1% | -21.2% |
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