+8.1%
ORCL vs NVMI
+204.4%
-196.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -0.8% |
| 7D | -6.5% | +7.6% | -14.1% | -8.9% |
| 30D | -16.6% | -7.7% | -8.8% | -14.4% |
| 3M | -21.6% | -15.4% | -6.2% | -17.6% |
| 6M | -39.4% | -37.5% | -1.9% | -31.5% |
| YTD | -38.7% | -0.8% | -37.8% | -41.4% |
| 1Y | -50.4% | +2.4% | -52.7% | -53.2% |
| 3Y | +8.1% | +191.5% | -183.4% | -31.1% |
| All | +8.1% | +204.4% | -196.3% | -31.1% |
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