+33.3%
ORCL vs NVMI
+212.4%
-179.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.0% | +1.9% |
| 7D | +15.0% | +11.7% | +3.3% | +11.2% |
| 30D | +10.5% | -4.0% | +14.6% | +11.7% |
| 3M | -23.0% | -25.8% | +2.8% | -17.0% |
| 6M | +7.0% | -8.3% | +15.3% | +6.5% |
| YTD | -15.8% | +14.8% | -30.6% | -23.2% |
| 1Y | -31.1% | +37.9% | -68.9% | -41.1% |
| 3Y | +33.3% | +216.3% | -183.0% | -16.7% |
| All | +33.3% | +212.4% | -179.1% | -16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling