+485.4%
P vs NVMI
+3,580.5%
-3,095.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.5% | -4.1% | -1.4% |
| 7D | +6.5% | +6.6% | -0.1% | +2.9% |
| 30D | +18.8% | -7.5% | +26.4% | +23.1% |
| 3M | +26.7% | -28.5% | +55.2% | +48.4% |
| 6M | +62.2% | -15.7% | +77.9% | +71.2% |
| YTD | +48.5% | +13.3% | +35.2% | +33.9% |
| 1Y | +26.4% | +48.3% | -21.9% | -1.7% |
| 3Y | +159.4% | +191.2% | -31.8% | +34.2% |
| 5Y | +275.8% | +268.7% | +7.1% | +64.7% |
| 10Y | +732.0% | +3,034.8% | -2,302.8% | +82.0% |
| All | +485.4% | +3,580.5% | -3,095.2% | +32.3% |
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