+45.0%
NSC vs NVMI
+274.3%
-229.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.3% |
| 7D | -2.0% | +6.9% | -9.0% | -2.8% |
| 30D | -3.2% | -2.8% | -0.3% | -3.0% |
| 3M | +3.9% | -27.3% | +31.3% | +7.1% |
| 6M | +7.8% | -13.7% | +21.5% | +7.8% |
| YTD | +13.4% | +13.8% | -0.4% | +8.6% |
| 1Y | +20.3% | +34.9% | -14.5% | +11.6% |
| 3Y | +76.1% | +213.5% | -137.4% | +33.9% |
| 5Y | +45.0% | +272.5% | -227.5% | +6.9% |
| All | +45.0% | +274.3% | -229.3% | +6.9% |
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