+74.7%
MRK vs NVMI
+32.8%
+41.9%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.5% |
| 7D | -4.3% | -0.1% | -4.2% | -4.3% |
| 30D | +8.3% | -8.4% | +16.7% | +8.3% |
| 3M | +20.0% | -33.6% | +53.6% | +20.3% |
| 6M | +25.7% | -14.7% | +40.3% | +24.0% |
| YTD | +38.7% | +13.2% | +25.5% | +34.3% |
| 1Y | +74.7% | +29.0% | +45.7% | +59.4% |
| All | +74.7% | +32.8% | +41.9% | +59.4% |
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 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