+51.2%
JD vs NVMI
+3,484.7%
-3,433.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -2.5% |
| 7D | -0.8% | +11.7% | -12.5% | -4.4% |
| 30D | -16.0% | -4.0% | -12.0% | -15.3% |
| 3M | -3.2% | -25.8% | +22.6% | +3.9% |
| 6M | +6.1% | -8.3% | +14.4% | +3.4% |
| YTD | -0.1% | +14.8% | -15.0% | -11.6% |
| 1Y | -12.7% | +37.9% | -50.6% | -28.7% |
| 3Y | -6.3% | +216.3% | -222.6% | -51.7% |
| 5Y | -61.3% | +277.2% | -338.5% | -82.2% |
| 10Y | +17.6% | +3,074.3% | -3,056.7% | -79.7% |
| All | +51.2% | +3,484.7% | -3,433.5% | -77.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling