+3,209.0%
NSC vs NVMI
+1,967.2%
+1,241.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -5.0% | 0.0% |
| 7D | -5.5% | +6.6% | -12.1% | -6.0% |
| 30D | -3.2% | -7.5% | +4.3% | -2.7% |
| 3M | +7.7% | -28.5% | +36.2% | +10.0% |
| 6M | +4.5% | -15.7% | +20.3% | +5.0% |
| YTD | +15.6% | +13.3% | +2.3% | +13.0% |
| 1Y | +19.8% | +48.3% | -28.4% | +14.1% |
| 3Y | +70.1% | +191.2% | -121.1% | +50.3% |
| 5Y | +46.1% | +268.7% | -222.5% | +25.4% |
| 10Y | +328.1% | +3,034.8% | -2,706.7% | +214.5% |
| All | +3,209.0% | +1,967.2% | +1,241.8% | +1,882.0% |
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