+50.6%
LYB vs NVMI
-11.6%
+62.2%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.4% | -2.3% | -5.0% |
| 7D | -6.2% | -11.8% | +5.6% | -7.4% |
| 30D | +6.3% | -24.8% | +31.1% | +3.6% |
| 3M | +4.1% | -28.6% | +32.7% | +1.2% |
| 6M | -15.5% | -40.0% | +24.5% | -17.9% |
| YTD | +50.2% | -10.1% | +60.3% | +44.5% |
| 1Y | +50.6% | -9.8% | +60.4% | +45.3% |
| All | +50.6% | -11.6% | +62.2% | +45.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling