-61.6%
JD vs NVMI
+274.3%
-335.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.2% |
| 7D | -3.0% | +6.9% | -9.9% | -4.7% |
| 30D | -19.3% | -2.8% | -16.5% | -19.1% |
| 3M | -6.0% | -27.3% | +21.3% | +0.1% |
| 6M | +1.8% | -13.7% | +15.5% | +1.3% |
| YTD | -2.6% | +13.8% | -16.4% | -12.2% |
| 1Y | -17.4% | +34.9% | -52.3% | -30.2% |
| 3Y | -8.6% | +213.5% | -222.1% | -51.6% |
| 5Y | -61.6% | +272.5% | -334.1% | -81.0% |
| All | -61.6% | +274.3% | -335.9% | -81.0% |
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