+390.2%
LLY vs NVMI
+274.3%
+115.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | -3.1% | +6.9% | -10.0% | -3.6% |
| 30D | -8.6% | -2.8% | -5.8% | -8.5% |
| 3M | -1.6% | -27.3% | +25.7% | +0.5% |
| 6M | +11.8% | -13.7% | +25.5% | +11.3% |
| YTD | +5.1% | +13.8% | -8.7% | 0.0% |
| 1Y | +50.7% | +34.9% | +15.9% | +39.3% |
| 3Y | +95.7% | +213.5% | -117.8% | +57.7% |
| 5Y | +390.2% | +272.5% | +117.7% | +279.7% |
| All | +390.2% | +274.3% | +115.8% | +279.7% |
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