+7.6%
NSC vs NVMI
-36.0%
+43.5%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.8% | +4.6% | +0.8% |
| 7D | +1.6% | +16.9% | -15.3% | +1.8% |
| 30D | +4.2% | -4.3% | +8.5% | +4.3% |
| 3M | -0.2% | -19.3% | +19.0% | 0.0% |
| 6M | +7.6% | -33.6% | +41.1% | +7.4% |
| All | +7.6% | -36.0% | +43.5% | +7.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling