+136.0%
NVO vs NVMI
+3,158.6%
-3,022.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -2.4% |
| 7D | -7.6% | -0.1% | -7.5% | -7.6% |
| 30D | -6.0% | -8.4% | +2.4% | -4.8% |
| 3M | -0.8% | -33.6% | +32.8% | +5.1% |
| 6M | +16.5% | -14.7% | +31.1% | +16.5% |
| YTD | -11.1% | +13.2% | -24.3% | -15.9% |
| 1Y | -16.7% | +29.0% | -45.7% | -23.4% |
| 3Y | -52.9% | +215.0% | -267.9% | -64.7% |
| 5Y | -3.0% | +268.6% | -271.5% | -31.3% |
| All | +136.0% | +3,158.6% | -3,022.6% | +5.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling