+275.4%
ORCL vs NVMI
+2,574.6%
-2,299.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.8% | +2.8% | +0.1% |
| 7D | +10.4% | +16.9% | -6.5% | +5.5% |
| 30D | -11.2% | -4.3% | -7.0% | -10.1% |
| 3M | -16.8% | -19.3% | +2.5% | -11.8% |
| 6M | -31.5% | -33.6% | +2.1% | -24.8% |
| YTD | -33.9% | -0.2% | -33.7% | -36.0% |
| 1Y | -43.3% | +5.1% | -48.3% | -45.8% |
| 3Y | +16.5% | +193.2% | -176.7% | -18.0% |
| 5Y | +45.4% | +148.6% | -103.2% | +3.4% |
| All | +275.4% | +2,574.6% | -2,299.2% | +67.8% |
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