+9,372.4%
IDXX vs NVMI
+1,965.6%
+7,406.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -1.9% | -0.5% |
| 7D | -5.7% | -0.1% | -5.7% | -5.7% |
| 30D | -11.5% | -8.4% | -3.1% | -10.9% |
| 3M | -9.5% | -33.6% | +24.0% | -6.6% |
| 6M | -16.0% | -14.7% | -1.3% | -15.7% |
| YTD | -25.4% | +13.2% | -38.6% | -27.4% |
| 1Y | -21.8% | +29.0% | -50.8% | -25.0% |
| 3Y | +7.0% | +215.0% | -207.9% | -7.2% |
| 5Y | -26.0% | +268.6% | -294.5% | -36.9% |
| 10Y | +358.9% | +3,124.7% | -2,765.8% | +236.5% |
| All | +9,372.4% | +1,965.6% | +7,406.8% | +5,752.1% |
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