-31.7%
NKE vs NVMI
-11.6%
-20.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.4% | +7.7% | +5.1% |
| 7D | +9.0% | -11.8% | +20.8% | +8.3% |
| 30D | +19.2% | -24.8% | +44.0% | +17.7% |
| 3M | -1.5% | -28.6% | +27.1% | -2.7% |
| 6M | -4.2% | -40.0% | +35.8% | -5.5% |
| YTD | -34.8% | -10.1% | -24.7% | -34.2% |
| 1Y | -31.7% | -9.8% | -21.9% | -30.8% |
| All | -31.7% | -11.6% | -20.1% | -30.8% |
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