+16.0%
O vs NVMI
+261.9%
-245.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.2% |
| 7D | -2.9% | -0.1% | -2.8% | -2.9% |
| 30D | -4.5% | -8.4% | +3.9% | -4.4% |
| 3M | -2.6% | -33.6% | +30.9% | -1.8% |
| 6M | -5.6% | -14.7% | +9.1% | -5.7% |
| YTD | +9.3% | +13.2% | -4.0% | +7.8% |
| 1Y | +4.3% | +29.0% | -24.7% | +2.3% |
| 3Y | +27.4% | +215.0% | -187.6% | +13.0% |
| All | +16.0% | +261.9% | -245.9% | +4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling