+48.3%
NVMI vs ZYBT
-83.2%
+131.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.2% | +6.7% | +5.5% |
| 7D | +6.6% | -6.9% | +13.5% | +6.6% |
| 30D | -7.5% | -31.8% | +24.3% | -7.6% |
| 3M | -28.5% | +94.0% | -122.5% | -27.6% |
| 6M | -15.7% | +99.0% | -114.8% | -16.0% |
| YTD | +13.3% | +40.0% | -26.7% | +14.4% |
| 1Y | +48.3% | -79.5% | +127.8% | +57.9% |
| All | +48.3% | -83.2% | +131.5% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 1y: compounded portfolio wealth divided by compounded ZYBT 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…
1y analysis · Full analysis span regression · 6 months rolling