-63.5%
JD vs NVMI
+148.5%
-212.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.8% | +2.5% | -0.4% |
| 7D | -4.0% | +16.9% | -20.9% | -7.9% |
| 30D | +2.7% | -4.3% | +6.9% | +3.1% |
| 3M | -13.0% | -19.3% | +6.2% | -9.4% |
| 6M | -12.7% | -33.6% | +20.9% | -6.8% |
| YTD | -0.8% | -0.2% | -0.6% | -8.8% |
| 1Y | -8.9% | +5.1% | -14.0% | -18.0% |
| 3Y | +17.0% | +193.2% | -176.1% | -40.1% |
| 5Y | -63.5% | +148.6% | -212.1% | -81.2% |
| All | -63.5% | +148.5% | -212.0% | -81.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling