-37.6%
RUN vs NVMI
+207.9%
-245.5%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.3% |
| 7D | -3.7% | -0.1% | -3.6% | -3.7% |
| 30D | -13.0% | -8.4% | -4.6% | -10.5% |
| 3M | -31.8% | -33.6% | +1.8% | -23.2% |
| 6M | -32.2% | -14.7% | -17.5% | -29.9% |
| YTD | -53.5% | +13.2% | -66.7% | -56.2% |
| 1Y | -46.5% | +29.0% | -75.5% | -51.4% |
| 3Y | -37.6% | +215.0% | -252.6% | -70.2% |
| All | -37.6% | +207.9% | -245.5% | -70.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling