+3,379.8%
NOC vs NVMI
+1,995.1%
+1,384.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.7% |
| 7D | -2.7% | +11.7% | -14.4% | -3.0% |
| 30D | -8.9% | -4.0% | -4.8% | -8.8% |
| 3M | -3.7% | -25.8% | +22.1% | -3.0% |
| 6M | -30.8% | -8.3% | -22.5% | -30.9% |
| YTD | -7.9% | +14.8% | -22.8% | -8.8% |
| 1Y | -9.4% | +37.9% | -47.3% | -11.0% |
| 3Y | +29.0% | +216.3% | -187.3% | +21.7% |
| 5Y | +56.1% | +277.2% | -221.1% | +45.2% |
| 10Y | +186.3% | +3,074.3% | -2,888.1% | +144.9% |
| All | +3,379.8% | +1,995.1% | +1,384.7% | +2,766.8% |
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 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