+187.7%
EXEL vs NVMI
+263.1%
-75.4%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.5% | -1.3% |
| 7D | -2.9% | +3.8% | -6.7% | -3.2% |
| 30D | +11.9% | -7.6% | +19.4% | +12.6% |
| 3M | +9.2% | -28.0% | +37.2% | +11.9% |
| 6M | +39.1% | -15.3% | +54.4% | +39.8% |
| YTD | +31.0% | +11.5% | +19.6% | +27.9% |
| 1Y | +52.3% | +31.6% | +20.7% | +45.9% |
| 3Y | +159.7% | +207.0% | -47.2% | +111.5% |
| 5Y | +187.7% | +262.8% | -75.1% | +120.2% |
| All | +187.7% | +263.1% | -75.4% | +120.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling