-74.7%
NKE vs NVMI
+261.9%
-336.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.2% |
| 7D | -4.2% | -0.1% | -4.1% | -4.2% |
| 30D | -8.2% | -8.4% | +0.2% | -7.0% |
| 3M | -19.1% | -33.6% | +14.5% | -13.7% |
| 6M | -32.6% | -14.7% | -18.0% | -32.8% |
| YTD | -40.7% | +13.2% | -53.9% | -45.2% |
| 1Y | -48.9% | +29.0% | -77.9% | -54.6% |
| 3Y | -59.2% | +215.0% | -274.2% | -75.0% |
| All | -74.7% | +261.9% | -336.6% | -85.6% |
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