-16.4%
IDXX vs NVMI
+53.9%
-70.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.5% | -4.3% | +0.9% |
| 7D | -3.5% | +6.6% | -10.1% | -3.8% |
| 30D | -8.4% | -7.5% | -0.9% | -8.2% |
| 3M | -5.2% | -28.5% | +23.3% | -3.6% |
| 6M | -17.5% | -15.7% | -1.7% | -19.2% |
| YTD | -20.9% | +13.3% | -34.2% | -26.9% |
| 1Y | -16.4% | +48.3% | -64.7% | -28.7% |
| All | -16.4% | +53.9% | -70.3% | -28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling