+3,357.6%
LLY vs NVMI
+1,967.2%
+1,390.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.5% | -6.4% | -1.1% |
| 7D | -2.1% | +6.6% | -8.8% | -2.4% |
| 30D | -1.6% | -7.5% | +5.9% | -1.4% |
| 3M | +2.3% | -28.5% | +30.8% | +3.4% |
| 6M | +14.9% | -15.7% | +30.6% | +15.0% |
| YTD | +7.5% | +13.3% | -5.8% | +6.0% |
| 1Y | +55.7% | +48.3% | +7.4% | +51.5% |
| 3Y | +110.6% | +191.2% | -80.6% | +97.8% |
| 5Y | +363.4% | +268.7% | +94.8% | +329.2% |
| 10Y | +1,649.0% | +3,034.8% | -1,385.8% | +1,408.0% |
| All | +3,357.6% | +1,967.2% | +1,390.3% | +2,805.4% |
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