+352.6%
EXEL vs NVMI
+3,158.6%
-2,806.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.6% | -3.9% | -2.6% |
| 7D | -4.9% | -0.1% | -4.8% | -4.9% |
| 30D | +11.4% | -8.4% | +19.8% | +13.0% |
| 3M | +4.9% | -33.6% | +38.5% | +11.9% |
| 6M | +34.4% | -14.7% | +49.1% | +35.3% |
| YTD | +28.0% | +13.2% | +14.8% | +21.0% |
| 1Y | +43.6% | +29.0% | +14.6% | +31.2% |
| 3Y | +155.2% | +215.0% | -59.8% | +73.3% |
| 5Y | +181.2% | +268.6% | -87.4% | +73.0% |
| All | +352.6% | +3,158.6% | -2,806.1% | +8.9% |
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