+34.4%
JD vs NVMI
+2,494.8%
-2,460.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.0% | +4.5% | +2.4% |
| 7D | -4.1% | +1.5% | -5.6% | -4.8% |
| 30D | +4.6% | -4.1% | +8.7% | +5.0% |
| 3M | -4.7% | -22.8% | +18.0% | +1.5% |
| 6M | -17.4% | -36.9% | +19.5% | -9.2% |
| YTD | +0.7% | -3.2% | +3.9% | -7.0% |
| 1Y | -5.9% | +7.1% | -13.0% | -16.6% |
| 3Y | +18.9% | +181.5% | -162.6% | -36.5% |
| 5Y | -62.9% | +141.2% | -204.1% | -79.7% |
| All | +34.4% | +2,494.8% | -2,460.4% | -63.2% |
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