-18.3%
RUN vs NVMI
+2,954.3%
-2,972.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.9% | -3.7% | -4.1% |
| 7D | -1.8% | +6.9% | -8.7% | -5.1% |
| 30D | -10.8% | -2.8% | -8.0% | -9.7% |
| 3M | -30.2% | -27.3% | -2.8% | -19.4% |
| 6M | -22.3% | -13.7% | -8.7% | -19.5% |
| YTD | -52.2% | +13.8% | -66.0% | -58.0% |
| 1Y | -45.1% | +34.9% | -80.0% | -56.0% |
| 3Y | -37.1% | +213.5% | -250.6% | -74.2% |
| 5Y | -80.3% | +272.5% | -352.7% | -92.7% |
| 10Y | +45.2% | +3,142.4% | -3,097.2% | -78.2% |
| All | -18.3% | +2,954.3% | -2,972.6% | -86.1% |
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