+150.1%
IBM vs NVMI
+140.3%
+9.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.0% | +4.0% | +1.2% |
| 7D | +1.6% | +1.5% | +0.1% | +1.4% |
| 30D | +9.2% | -4.1% | +13.3% | +9.4% |
| 3M | +4.9% | -22.8% | +27.7% | +6.7% |
| 6M | +16.8% | -36.9% | +53.7% | +19.4% |
| YTD | -14.3% | -3.2% | -11.1% | -17.7% |
| 1Y | -16.7% | +7.1% | -23.8% | -21.2% |
| 3Y | +82.2% | +181.5% | -99.3% | +46.1% |
| All | +150.1% | +140.3% | +9.8% | +96.8% |
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