+315.3%
ORCL vs NVMI
+1,720.2%
-1,404.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.8% | +2.8% | -0.5% |
| 7D | +10.4% | +16.9% | -6.5% | +8.0% |
| 30D | -11.2% | -4.3% | -7.0% | -10.7% |
| 3M | -16.8% | -19.3% | +2.5% | -14.3% |
| 6M | -31.5% | -33.6% | +2.1% | -28.1% |
| YTD | -33.9% | -0.2% | -33.7% | -34.6% |
| 1Y | -43.3% | +5.1% | -48.3% | -44.2% |
| 3Y | +16.5% | +193.2% | -176.7% | -0.2% |
| 5Y | +45.4% | +148.6% | -103.2% | +25.5% |
| 10Y | +274.0% | +2,542.3% | -2,268.2% | +145.5% |
| All | +315.3% | +1,720.2% | -1,404.9% | +117.0% |
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