+115.1%
NOK vs NVMI
+261.9%
-146.8%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.6% | +3.2% | +4.4% |
| 7D | +11.0% | -0.1% | +11.0% | +11.0% |
| 30D | +7.8% | -8.4% | +16.2% | +10.3% |
| 3M | -21.0% | -33.6% | +12.6% | -12.7% |
| 6M | +40.9% | -14.7% | +55.6% | +47.6% |
| YTD | +72.0% | +13.2% | +58.8% | +69.4% |
| 1Y | +140.9% | +29.0% | +111.9% | +129.2% |
| 3Y | +194.3% | +215.0% | -20.7% | +101.1% |
| All | +115.1% | +261.9% | -146.8% | +39.3% |
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