+212.7%
OMC vs NVMI
+1,976.9%
-1,764.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.4% |
| 7D | -4.2% | +6.9% | -11.2% | -4.8% |
| 30D | -7.5% | -2.8% | -4.7% | -7.4% |
| 3M | +4.6% | -27.3% | +32.0% | +6.7% |
| 6M | -4.8% | -13.7% | +8.8% | -4.8% |
| YTD | -1.0% | +13.8% | -14.9% | -3.6% |
| 1Y | +3.8% | +34.9% | -31.0% | -0.8% |
| 3Y | +10.2% | +213.5% | -203.3% | -3.9% |
| 5Y | +29.7% | +272.5% | -242.8% | +10.5% |
| 10Y | +32.3% | +3,142.4% | -3,110.1% | -5.5% |
| All | +212.7% | +1,976.9% | -1,764.2% | +80.9% |
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