+3,455.4%
REGN vs NVMI
+1,965.6%
+1,489.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.6% |
| 7D | -5.6% | -0.1% | -5.5% | -5.6% |
| 30D | -2.0% | -8.4% | +6.4% | -1.2% |
| 3M | +28.0% | -33.6% | +61.5% | +32.3% |
| 6M | +1.2% | -14.7% | +15.8% | +1.6% |
| YTD | +1.6% | +13.2% | -11.6% | -1.1% |
| 1Y | +38.2% | +29.0% | +9.2% | +32.3% |
| 3Y | -5.4% | +215.0% | -220.3% | -18.9% |
| 5Y | +21.3% | +268.6% | -247.3% | +1.0% |
| 10Y | +105.2% | +3,124.7% | -3,019.5% | +37.8% |
| All | +3,455.4% | +1,965.6% | +1,489.8% | +2,279.9% |
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