+16.5%
JD vs NVMI
+3,158.6%
-3,142.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.4% | -0.3% |
| 7D | -4.2% | -0.1% | -4.2% | -4.2% |
| 30D | -14.4% | -8.4% | -6.0% | -12.3% |
| 3M | -3.6% | -33.6% | +30.0% | +7.4% |
| 6M | -0.3% | -14.7% | +14.4% | -0.3% |
| YTD | -2.4% | +13.2% | -15.6% | -12.8% |
| 1Y | -18.5% | +29.0% | -47.5% | -31.4% |
| 3Y | -7.0% | +215.0% | -222.0% | -51.1% |
| 5Y | -61.7% | +268.6% | -330.3% | -81.8% |
| All | +16.5% | +3,158.6% | -3,142.1% | -70.3% |
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