+46.3%
RY vs NVMI
+53.9%
-7.6%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.5% | -6.2% | -1.2% |
| 7D | +3.1% | +6.6% | -3.5% | +2.4% |
| 30D | -0.3% | -7.5% | +7.2% | +0.4% |
| 3M | +8.7% | -28.5% | +37.2% | +11.3% |
| 6M | +28.5% | -15.7% | +44.3% | +28.5% |
| YTD | +25.1% | +13.3% | +11.8% | +21.7% |
| 1Y | +46.3% | +48.3% | -2.0% | +40.2% |
| All | +46.3% | +53.9% | -7.6% | +40.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling