+59.1%
NOC vs NVMI
+261.9%
-202.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | 0.0% |
| 7D | +0.8% | -0.1% | +0.9% | +0.8% |
| 30D | -9.7% | -8.4% | -1.3% | -9.9% |
| 3M | -5.6% | -33.6% | +27.9% | -6.3% |
| 6M | -28.6% | -14.7% | -13.9% | -28.8% |
| YTD | -7.9% | +13.2% | -21.1% | -7.5% |
| 1Y | -9.5% | +29.0% | -38.5% | -8.7% |
| 3Y | +28.4% | +215.0% | -186.6% | +31.6% |
| All | +59.1% | +261.9% | -202.8% | +67.1% |
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