+305.2%
IBM vs NVMI
+1,967.2%
-1,662.0%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.5% | -5.4% | -0.4% |
| 7D | -0.3% | +6.6% | -6.9% | -0.8% |
| 30D | +0.3% | -7.5% | +7.8% | +0.8% |
| 3M | -21.6% | -28.5% | +6.9% | -20.1% |
| 6M | -4.7% | -15.7% | +11.0% | -4.6% |
| YTD | -19.1% | +13.3% | -32.4% | -21.2% |
| 1Y | -2.5% | +48.3% | -50.8% | -7.4% |
| 3Y | +74.2% | +191.2% | -117.1% | +53.4% |
| 5Y | +113.1% | +268.7% | -155.5% | +81.9% |
| 10Y | +133.5% | +3,034.8% | -2,901.3% | +67.3% |
| All | +305.2% | +1,967.2% | -1,662.0% | +130.1% |
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 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