-43.0%
RGEN vs NVMI
+261.9%
-304.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.2% |
| 7D | -1.4% | -0.1% | -1.4% | -1.4% |
| 30D | -0.3% | -8.4% | +8.1% | +2.3% |
| 3M | +23.9% | -33.6% | +57.4% | +38.6% |
| 6M | +38.5% | -14.7% | +53.2% | +38.1% |
| YTD | +0.8% | +13.2% | -12.4% | -10.8% |
| 1Y | +38.2% | +29.0% | +9.2% | +15.3% |
| 3Y | +1.3% | +215.0% | -213.7% | -49.7% |
| All | -43.0% | +261.9% | -304.9% | -74.9% |
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 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