+92.5%
LLY vs NVMI
+203.1%
-110.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | 0.0% |
| 7D | -3.2% | +3.8% | -6.9% | -3.4% |
| 30D | -7.4% | -7.6% | +0.1% | -7.0% |
| 3M | -1.0% | -28.0% | +27.0% | +1.0% |
| 6M | +12.5% | -15.3% | +27.8% | +11.7% |
| YTD | +5.0% | +11.5% | -6.5% | -1.0% |
| 1Y | +49.8% | +31.6% | +18.2% | +36.3% |
| All | +92.5% | +203.1% | -110.6% | +49.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling