+152.5%
JPM vs NVMI
+261.9%
-109.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.5% |
| 7D | -0.7% | -0.1% | -0.6% | -0.7% |
| 30D | -2.5% | -8.4% | +5.9% | -1.3% |
| 3M | +14.1% | -33.6% | +47.7% | +20.5% |
| 6M | +25.1% | -14.7% | +39.8% | +25.5% |
| YTD | +12.1% | +13.2% | -1.1% | +6.5% |
| 1Y | +18.8% | +29.0% | -10.2% | +9.6% |
| 3Y | +163.4% | +215.0% | -51.6% | +93.4% |
| All | +152.5% | +261.9% | -109.4% | +76.7% |
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 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