+16.4%
MSCI vs NVMI
+2.8%
+13.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.0% | +4.0% | +0.8% |
| 7D | +2.7% | +1.5% | +1.2% | +2.9% |
| 30D | +17.4% | -4.1% | +21.5% | +17.3% |
| 3M | +14.8% | -22.8% | +37.6% | +12.8% |
| 6M | +16.1% | -36.9% | +53.0% | +13.0% |
| YTD | +16.0% | -3.2% | +19.2% | +11.0% |
| 1Y | +16.4% | +7.1% | +9.4% | +11.9% |
| All | +16.4% | +2.8% | +13.6% | +11.9% |
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 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