+31.1%
OMC vs NVMI
+3,158.6%
-3,127.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.1% | -0.8% |
| 7D | -4.4% | -0.1% | -4.3% | -4.4% |
| 30D | -7.6% | -8.4% | +0.8% | -6.7% |
| 3M | +4.5% | -33.6% | +38.1% | +9.6% |
| 6M | -0.3% | -14.7% | +14.4% | -0.6% |
| YTD | -0.1% | +13.2% | -13.3% | -5.8% |
| 1Y | +4.6% | +29.0% | -24.4% | -4.5% |
| 3Y | +10.5% | +215.0% | -204.5% | -20.0% |
| 5Y | +31.7% | +268.6% | -236.8% | -10.3% |
| All | +31.1% | +3,158.6% | -3,127.6% | -36.2% |
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