+611.5%
MSCI vs NVMI
+3,108.0%
-2,496.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -0.7% |
| 7D | -4.7% | +3.8% | -8.5% | -5.7% |
| 30D | -2.2% | -7.6% | +5.4% | -0.5% |
| 3M | -9.7% | -28.0% | +18.3% | -4.1% |
| 6M | +0.3% | -15.3% | +15.6% | -0.5% |
| YTD | -3.5% | +11.5% | -15.0% | -12.9% |
| 1Y | -1.4% | +31.6% | -33.0% | -17.1% |
| 3Y | +6.6% | +207.0% | -200.4% | -41.4% |
| 5Y | -10.9% | +262.8% | -273.7% | -55.7% |
| All | +611.5% | +3,108.0% | -2,496.5% | +76.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling