+270.3%
ORCL vs NVMI
+2,494.8%
-2,224.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.6% | -0.5% |
| 7D | +8.0% | +1.5% | +6.5% | +7.6% |
| 30D | -4.0% | -4.1% | +0.1% | -2.9% |
| 3M | -19.5% | -22.8% | +3.3% | -13.6% |
| 6M | -33.5% | -36.9% | +3.4% | -25.9% |
| YTD | -34.8% | -3.2% | -31.6% | -36.3% |
| 1Y | -41.6% | +7.1% | -48.7% | -44.6% |
| 3Y | +13.8% | +181.5% | -167.7% | -19.0% |
| 5Y | +43.4% | +141.2% | -97.8% | +2.8% |
| All | +270.3% | +2,494.8% | -2,224.5% | +66.8% |
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