+15.1%
ES vs NVMI
+34.9%
-19.8%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.5% |
| 7D | 0.0% | +6.9% | -6.9% | +0.2% |
| 30D | -1.0% | -2.8% | +1.8% | -1.1% |
| 3M | +1.5% | -27.3% | +28.8% | +0.7% |
| 6M | -3.5% | -13.7% | +10.2% | -4.1% |
| YTD | +7.0% | +13.8% | -6.9% | +5.8% |
| All | +15.1% | +34.9% | -19.8% | +14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling