+590.9%
JPM vs NVMI
+3,158.6%
-2,567.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.4% |
| 7D | -0.7% | -0.1% | -0.6% | -0.7% |
| 30D | -2.5% | -8.4% | +5.9% | -0.9% |
| 3M | +14.1% | -33.6% | +47.7% | +22.7% |
| 6M | +25.1% | -14.7% | +39.8% | +25.8% |
| YTD | +12.1% | +13.2% | -1.1% | +5.0% |
| 1Y | +18.8% | +29.0% | -10.2% | +7.2% |
| 3Y | +163.4% | +215.0% | -51.6% | +78.2% |
| 5Y | +156.5% | +268.6% | -112.0% | +59.0% |
| All | +590.9% | +3,158.6% | -2,567.8% | +172.4% |
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