+482.3%
MRK vs NVMI
+1,933.5%
-1,451.2%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.8% |
| 7D | -5.0% | +3.8% | -8.8% | -5.1% |
| 30D | +11.0% | -7.6% | +18.5% | +11.2% |
| 3M | +22.4% | -28.0% | +50.4% | +23.5% |
| 6M | +25.4% | -15.3% | +40.7% | +25.6% |
| YTD | +39.5% | +11.5% | +28.0% | +38.2% |
| 1Y | +78.0% | +31.6% | +46.4% | +75.0% |
| 3Y | +45.5% | +207.0% | -161.4% | +37.3% |
| 5Y | +130.3% | +262.8% | -132.6% | +114.3% |
| 10Y | +229.8% | +3,074.6% | -2,844.8% | +182.2% |
| All | +482.3% | +1,933.5% | -1,451.2% | +343.9% |
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