+1,863.0%
MSFT vs NVMI
+1,967.2%
-104.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.5% | -7.5% | -2.6% |
| 7D | -2.7% | +6.6% | -9.3% | -3.4% |
| 30D | +2.7% | -7.5% | +10.2% | +3.3% |
| 3M | +17.0% | -28.5% | +45.5% | +20.0% |
| 6M | +23.8% | -15.7% | +39.6% | +24.3% |
| YTD | +4.0% | +13.3% | -9.3% | +0.8% |
| 1Y | -0.8% | +48.3% | -49.1% | -6.8% |
| 3Y | +55.6% | +191.2% | -135.6% | +33.9% |
| 5Y | +72.9% | +268.7% | -195.8% | +44.7% |
| 10Y | +875.8% | +3,034.8% | -2,159.0% | +590.5% |
| All | +1,863.0% | +1,967.2% | -104.2% | +1,131.2% |
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 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