+43.6%
EXEL vs NVMI
+32.8%
+10.9%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.6% | -3.9% | -2.4% |
| 7D | -4.9% | -0.1% | -4.8% | -4.9% |
| 30D | +11.4% | -8.4% | +19.8% | +12.1% |
| 3M | +4.9% | -33.6% | +38.5% | +7.7% |
| 6M | +34.4% | -14.7% | +49.1% | +34.4% |
| YTD | +28.0% | +13.2% | +14.8% | +25.5% |
| 1Y | +43.6% | +29.0% | +14.6% | +39.0% |
| All | +43.6% | +32.8% | +10.9% | +39.0% |
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