+156.7%
GSK vs NVMI
+1,976.9%
-1,820.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.2% |
| 7D | -3.6% | +6.9% | -10.5% | -3.8% |
| 30D | -5.9% | -2.8% | -3.1% | -5.9% |
| 3M | -4.3% | -27.3% | +23.1% | -3.4% |
| 6M | -10.8% | -13.7% | +2.9% | -10.7% |
| YTD | +1.8% | +13.8% | -12.1% | +0.6% |
| 1Y | +23.5% | +34.9% | -11.4% | +21.1% |
| 3Y | +49.5% | +213.5% | -164.0% | +40.4% |
| 5Y | +49.7% | +272.5% | -222.8% | +38.6% |
| 10Y | +81.9% | +3,142.4% | -3,060.5% | +54.9% |
| All | +156.7% | +1,976.9% | -1,820.3% | +86.5% |
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