+155.2%
EXEL vs NVMI
+207.9%
-52.7%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +11.9% |
| 3M | +4.9% | -33.6% | +38.5% | +6.8% |
| 6M | +34.4% | -14.7% | +49.1% | +34.8% |
| YTD | +28.0% | +13.2% | +14.8% | +26.8% |
| 1Y | +43.6% | +29.0% | +14.6% | +41.4% |
| 3Y | +155.2% | +215.0% | -59.8% | +129.0% |
| All | +155.2% | +207.9% | -52.7% | +129.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling