-9.8%
NVMI vs ZYBT
-42.3%
+32.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.2% | -4.7% | -2.4% |
| 7D | -11.8% | -3.5% | -8.2% | -11.8% |
| 30D | -24.8% | +15.1% | -39.9% | -24.8% |
| 3M | -28.6% | +7.0% | -35.6% | -28.5% |
| 6M | -40.0% | +37.7% | -77.7% | -38.6% |
| YTD | -10.1% | +19.1% | -29.2% | -9.5% |
| 1Y | -9.8% | -38.3% | +28.5% | -6.0% |
| All | -9.8% | -42.3% | +32.6% | -6.0% |
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