+1,560.7%
LLY vs NVMI
+3,108.0%
-1,547.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.1% |
| 7D | -3.2% | +3.8% | -6.9% | -3.6% |
| 30D | -7.4% | -7.6% | +0.1% | -6.8% |
| 3M | -1.0% | -28.0% | +27.0% | +1.7% |
| 6M | +12.5% | -15.3% | +27.8% | +12.4% |
| YTD | +5.0% | +11.5% | -6.5% | +0.2% |
| 1Y | +49.8% | +31.6% | +18.2% | +38.9% |
| 3Y | +95.5% | +207.0% | -111.5% | +56.1% |
| 5Y | +390.7% | +262.8% | +127.8% | +273.8% |
| All | +1,560.7% | +3,108.0% | -1,547.3% | +816.0% |
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 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