+260.2%
NVMI vs RJF
+104.0%
+156.2%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -0.1% | -2.7% | +2.6% | +1.4% |
| 30D | -8.4% | -4.3% | -4.1% | -6.4% |
| 3M | -33.6% | +15.7% | -49.3% | -39.5% |
| 6M | -14.7% | +17.8% | -32.5% | -23.1% |
| YTD | +13.2% | +9.2% | +4.0% | +6.1% |
| 1Y | +29.0% | +2.8% | +26.2% | +25.0% |
| 3Y | +215.0% | +69.5% | +145.5% | +126.8% |
| All | +260.2% | +104.0% | +156.2% | +129.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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