+62.4%
MSFT vs NVMI
+140.3%
-77.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.2% | +0.7% |
| 7D | -1.3% | +1.5% | -2.8% | -1.6% |
| 30D | -1.8% | -4.1% | +2.2% | -1.4% |
| 3M | +5.6% | -22.8% | +28.4% | +10.2% |
| 6M | +29.8% | -36.9% | +66.7% | +37.7% |
| YTD | +9.0% | -3.2% | +12.2% | +1.6% |
| 1Y | +4.9% | +7.1% | -2.1% | -5.1% |
| 3Y | +46.2% | +181.5% | -135.3% | -14.9% |
| All | +62.4% | +140.3% | -77.9% | -5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling