+48.2%
GSK vs NVMI
+261.9%
-213.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | 0.0% |
| 7D | -3.5% | -0.1% | -3.4% | -3.5% |
| 30D | -3.4% | -8.4% | +4.9% | -3.3% |
| 3M | -8.1% | -33.6% | +25.4% | -7.2% |
| 6M | -11.1% | -14.7% | +3.5% | -11.2% |
| YTD | +0.7% | +13.2% | -12.5% | -0.6% |
| 1Y | +20.1% | +29.0% | -8.9% | +17.7% |
| 3Y | +46.1% | +215.0% | -168.9% | +34.8% |
| All | +48.2% | +261.9% | -213.7% | +34.3% |
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