+79.0%
PL vs NVMI
+265.1%
-186.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.1% | -2.5% |
| 7D | -7.5% | +11.7% | -19.2% | -13.3% |
| 30D | -25.6% | -4.0% | -21.5% | -24.0% |
| 3M | -45.6% | -25.8% | -19.8% | -36.8% |
| 6M | -29.5% | -8.3% | -21.2% | -27.2% |
| YTD | -9.7% | +14.8% | -24.5% | -18.1% |
| 1Y | +84.4% | +37.9% | +46.5% | +50.9% |
| 3Y | +550.0% | +216.3% | +333.7% | +217.6% |
| 5Y | +79.0% | +277.2% | -198.2% | -12.5% |
| All | +79.0% | +265.1% | -186.1% | -12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling