+57.3%
LLY vs NVMI
-11.6%
+68.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +0.3% |
| 7D | +10.1% | -11.8% | +21.8% | +8.6% |
| 30D | +24.0% | -24.8% | +48.9% | +20.6% |
| 3M | +27.3% | -28.6% | +55.9% | +23.4% |
| 6M | +47.0% | -40.0% | +87.0% | +41.5% |
| YTD | +32.6% | -10.1% | +42.6% | +29.1% |
| 1Y | +57.3% | -9.8% | +67.1% | +52.5% |
| All | +57.3% | -11.6% | +68.9% | +52.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling