+32.0%
NSC vs NVMI
+154.1%
-122.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +0.9% |
| 7D | -3.4% | +7.6% | -11.0% | -4.3% |
| 30D | +3.6% | -7.7% | +11.3% | +4.4% |
| 3M | -1.4% | -15.4% | +14.0% | +0.1% |
| 6M | +6.0% | -37.5% | +43.5% | +10.4% |
| YTD | +15.5% | -0.8% | +16.3% | +11.8% |
| 1Y | +16.2% | +2.4% | +13.8% | +11.7% |
| 3Y | +76.9% | +191.5% | -114.5% | +32.4% |
| All | +32.0% | +154.1% | -122.1% | -2.6% |
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 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