-7.5%
NOC vs NVMI
-11.6%
+4.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.4% | -2.1% | -4.6% |
| 7D | -5.0% | -11.8% | +6.8% | -5.2% |
| 30D | +10.3% | -24.8% | +35.2% | +9.9% |
| 3M | -4.3% | -28.6% | +24.3% | -4.5% |
| 6M | -6.5% | -40.0% | +33.5% | -7.6% |
| YTD | -6.7% | -10.1% | +3.3% | -13.8% |
| 1Y | -7.5% | -9.8% | +2.3% | -14.6% |
| All | -7.5% | -11.6% | +4.1% | -14.6% |
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 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