+291.0%
EXEL vs NVMI
+1,959.3%
-1,668.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.6% | -2.5% |
| 7D | +1.4% | +11.7% | -10.3% | -0.4% |
| 30D | +6.7% | -4.0% | +10.7% | +7.1% |
| 3M | +11.5% | -25.8% | +37.2% | +15.7% |
| 6M | +38.8% | -8.3% | +47.1% | +38.3% |
| YTD | +31.6% | +14.8% | +16.7% | +25.8% |
| 1Y | +53.0% | +37.9% | +15.1% | +41.2% |
| 3Y | +160.8% | +216.3% | -55.4% | +100.1% |
| 5Y | +190.1% | +277.2% | -87.1% | +110.8% |
| 10Y | +367.0% | +3,074.3% | -2,707.4% | +132.5% |
| All | +291.0% | +1,959.3% | -1,668.3% | +55.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling