+743.0%
NEM vs NVMI
+1,976.9%
-1,233.9%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.1% | +1.3% |
| 7D | +3.1% | +6.9% | -3.9% | +2.8% |
| 30D | +10.0% | -2.8% | +12.8% | +10.1% |
| 3M | +30.9% | -27.3% | +58.2% | +32.4% |
| 6M | +10.5% | -13.7% | +24.2% | +11.0% |
| YTD | +29.7% | +13.8% | +15.9% | +29.1% |
| 1Y | +71.1% | +34.9% | +36.3% | +69.3% |
| 3Y | +252.1% | +213.5% | +38.6% | +237.4% |
| 5Y | +157.7% | +272.5% | -114.8% | +144.5% |
| 10Y | +319.4% | +3,142.4% | -2,823.1% | +277.9% |
| All | +743.0% | +1,976.9% | -1,233.9% | +750.2% |
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