+76.7%
GSK vs NVMI
+3,158.6%
-3,081.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.1% |
| 7D | -3.5% | -0.1% | -3.4% | -3.5% |
| 30D | -3.4% | -8.4% | +4.9% | -2.9% |
| 3M | -8.1% | -33.6% | +25.4% | -5.8% |
| 6M | -11.1% | -14.7% | +3.5% | -11.1% |
| YTD | +0.7% | +13.2% | -12.5% | -2.0% |
| 1Y | +20.1% | +29.0% | -8.9% | +15.3% |
| 3Y | +46.1% | +215.0% | -168.9% | +24.0% |
| 5Y | +48.2% | +268.6% | -220.3% | +20.2% |
| All | +76.7% | +3,158.6% | -3,081.9% | +3.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling