+1,131.3%
PSX vs NVMI
+4,504.5%
-3,373.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.2% | +1.3% |
| 7D | +2.8% | +11.7% | -8.9% | +0.7% |
| 30D | +27.8% | -4.0% | +31.8% | +28.4% |
| 3M | +42.0% | -25.8% | +67.8% | +47.8% |
| 6M | +58.1% | -8.3% | +66.4% | +55.3% |
| YTD | +105.0% | +14.8% | +90.2% | +90.7% |
| 1Y | +104.9% | +37.9% | +67.0% | +81.6% |
| 3Y | +134.1% | +216.3% | -82.2% | +61.1% |
| 5Y | +363.8% | +277.2% | +86.6% | +191.0% |
| 10Y | +370.1% | +3,074.3% | -2,704.2% | +67.8% |
| All | +1,131.3% | +4,504.5% | -3,373.2% | +313.1% |
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 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