+4,247.7%
LLY vs NVMI
+1,665.9%
+2,581.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.0% | +4.2% | +1.4% |
| 7D | +6.7% | +1.5% | +5.2% | +6.7% |
| 30D | +19.6% | -4.1% | +23.6% | +19.7% |
| 3M | +19.7% | -22.8% | +42.5% | +20.7% |
| 6M | +42.7% | -36.9% | +79.6% | +44.6% |
| YTD | +35.1% | -3.2% | +38.3% | +33.9% |
| 1Y | +42.2% | +7.1% | +35.1% | +40.2% |
| 3Y | +140.8% | +181.5% | -40.7% | +126.3% |
| 5Y | +480.6% | +141.2% | +339.4% | +445.6% |
| 10Y | +2,061.9% | +2,463.4% | -401.5% | +1,775.1% |
| All | +4,247.7% | +1,665.9% | +2,581.8% | +3,571.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling