+83.0%
IBM vs NVMI
+204.2%
-121.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.6% | -3.1% | +1.3% |
| 7D | -1.7% | +15.3% | -17.1% | -2.5% |
| 30D | +10.1% | +0.1% | +10.0% | +10.0% |
| 3M | +4.8% | -14.0% | +18.8% | +5.4% |
| 6M | +12.6% | -35.2% | +47.8% | +14.3% |
| YTD | -13.9% | +3.7% | -17.6% | -18.1% |
| 1Y | -18.7% | +10.3% | -29.0% | -23.3% |
| All | +83.0% | +204.2% | -121.2% | +38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling