-81.4%
RUN vs NVMI
+261.9%
-343.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.6% |
| 7D | -3.7% | -0.1% | -3.6% | -3.7% |
| 30D | -13.0% | -8.4% | -4.6% | -9.4% |
| 3M | -31.8% | -33.6% | +1.8% | -18.6% |
| 6M | -32.2% | -14.7% | -17.5% | -29.6% |
| YTD | -53.5% | +13.2% | -66.7% | -58.9% |
| 1Y | -46.5% | +29.0% | -75.5% | -55.7% |
| 3Y | -37.6% | +215.0% | -252.6% | -77.0% |
| All | -81.4% | +261.9% | -343.3% | -93.5% |
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