+416.9%
ORCL vs NVMI
+1,967.2%
-1,550.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.5% | -2.4% | +2.4% |
| 7D | +5.3% | +6.6% | -1.3% | +4.4% |
| 30D | +10.0% | -7.5% | +17.5% | +11.0% |
| 3M | -32.6% | -28.5% | -4.1% | -29.9% |
| 6M | +4.9% | -15.7% | +20.7% | +6.4% |
| YTD | -17.8% | +13.3% | -31.1% | -20.0% |
| 1Y | -28.0% | +48.3% | -76.3% | -32.4% |
| 3Y | +36.0% | +191.2% | -155.2% | +16.2% |
| 5Y | +88.7% | +268.7% | -179.9% | +55.2% |
| 10Y | +346.9% | +3,034.8% | -2,687.9% | +186.9% |
| All | +416.9% | +1,967.2% | -1,550.3% | +165.4% |
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