+632.8%
LYB vs NVMI
+6,266.6%
-5,633.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.3% |
| 7D | +0.3% | -0.1% | +0.3% | +0.3% |
| 30D | +2.5% | -8.4% | +10.9% | +4.4% |
| 3M | +1.4% | -33.6% | +34.9% | +10.4% |
| 6M | -3.5% | -14.7% | +11.2% | -4.1% |
| YTD | +52.0% | +13.2% | +38.8% | +37.9% |
| 1Y | +22.1% | +29.0% | -7.0% | +5.5% |
| 3Y | -22.8% | +215.0% | -237.8% | -53.4% |
| 5Y | -3.4% | +268.6% | -271.9% | -47.8% |
| 10Y | +47.4% | +3,124.7% | -3,077.4% | -64.0% |
| All | +632.8% | +6,266.6% | -5,633.8% | +38.0% |
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