+46.5%
PYPL vs NVMI
+2,871.7%
-2,825.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.6% | -3.7% |
| 7D | +1.7% | +11.7% | -10.0% | -2.1% |
| 30D | -9.7% | -4.0% | -5.7% | -8.6% |
| 3M | +29.2% | -25.8% | +55.0% | +38.8% |
| 6M | +13.9% | -8.3% | +22.2% | +10.4% |
| YTD | -8.1% | +14.8% | -22.9% | -19.2% |
| 1Y | -21.4% | +37.9% | -59.2% | -36.6% |
| 3Y | -11.8% | +216.3% | -228.1% | -56.0% |
| 5Y | -81.1% | +277.2% | -358.3% | -91.7% |
| 10Y | +36.9% | +3,074.3% | -3,037.4% | -75.0% |
| All | +46.5% | +2,871.7% | -2,825.2% | -72.2% |
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