+121.8%
IBM vs NVMI
+270.8%
-149.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.9% | +4.2% | +3.5% |
| 7D | +3.6% | +6.9% | -3.4% | +3.0% |
| 30D | +1.5% | -2.8% | +4.4% | +1.7% |
| 3M | -12.9% | -27.3% | +14.4% | -11.4% |
| 6M | -3.9% | -13.7% | +9.8% | -4.9% |
| YTD | -17.3% | +13.8% | -31.2% | -21.3% |
| 1Y | -5.0% | +34.9% | -39.8% | -11.9% |
| 3Y | +78.2% | +213.5% | -135.3% | +43.2% |
| All | +121.8% | +270.8% | -149.1% | +69.6% |
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