+79.8%
IBM vs NVMI
+207.9%
-128.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.6% | +2.4% | +3.9% |
| 7D | +3.6% | -0.1% | +3.7% | +3.6% |
| 30D | +3.1% | -8.4% | +11.5% | +3.6% |
| 3M | -10.8% | -33.6% | +22.7% | -8.8% |
| 6M | -0.8% | -14.7% | +13.9% | -2.1% |
| YTD | -16.2% | +13.2% | -29.4% | -20.5% |
| 1Y | -2.9% | +29.0% | -31.9% | -9.7% |
| 3Y | +79.8% | +215.0% | -135.1% | +39.2% |
| All | +79.8% | +207.9% | -128.0% | +39.2% |
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