+872.4%
NVS vs NVMI
+1,933.5%
-1,061.1%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.1% |
| 7D | -15.7% | +3.8% | -19.5% | -15.8% |
| 30D | -11.1% | -7.6% | -3.5% | -10.9% |
| 3M | -7.2% | -28.0% | +20.8% | -6.2% |
| 6M | -12.3% | -15.3% | +3.0% | -12.2% |
| YTD | +2.8% | +11.5% | -8.7% | +1.7% |
| 1Y | +11.9% | +31.6% | -19.7% | +9.9% |
| 3Y | +55.1% | +207.0% | -151.9% | +45.2% |
| 5Y | +94.1% | +262.8% | -168.8% | +79.2% |
| 10Y | +181.2% | +3,074.6% | -2,893.4% | +137.6% |
| All | +872.4% | +1,933.5% | -1,061.1% | +640.6% |
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