+1,525.1%
JBL vs NVMI
+3,158.6%
-1,633.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.6% | +3.5% | +4.3% |
| 7D | +2.4% | -0.1% | +2.5% | +2.5% |
| 30D | -13.1% | -8.4% | -4.7% | -9.5% |
| 3M | -15.6% | -33.6% | +18.0% | +0.7% |
| 6M | +24.6% | -14.7% | +39.2% | +32.2% |
| YTD | +39.6% | +13.2% | +26.4% | +29.4% |
| 1Y | +48.6% | +29.0% | +19.6% | +29.3% |
| 3Y | +197.3% | +215.0% | -17.7% | +58.4% |
| 5Y | +413.0% | +268.6% | +144.4% | +142.3% |
| All | +1,525.1% | +3,158.6% | -1,633.6% | +284.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling