+139.7%
GE vs NVMI
+1,995.1%
-1,855.3%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.8% |
| 7D | +1.2% | +11.7% | -10.5% | -0.1% |
| 30D | -9.5% | -4.0% | -5.5% | -9.2% |
| 3M | +4.1% | -25.8% | +29.9% | +6.9% |
| 6M | +3.9% | -8.3% | +12.3% | +4.0% |
| YTD | +9.0% | +14.8% | -5.8% | +6.2% |
| 1Y | +21.9% | +37.9% | -15.9% | +16.2% |
| 3Y | +281.8% | +216.3% | +65.5% | +228.4% |
| 5Y | +436.7% | +277.2% | +159.5% | +350.1% |
| 10Y | +151.5% | +3,074.3% | -2,922.8% | +73.5% |
| All | +139.7% | +1,995.1% | -1,855.3% | +31.8% |
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