+161.2%
RY vs NVMI
+204.2%
-43.0%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.6% | -4.0% | +0.1% |
| 7D | -3.0% | +15.3% | -18.3% | -4.3% |
| 30D | +6.3% | +0.1% | +6.2% | +6.1% |
| 3M | -2.6% | -14.0% | +11.4% | -1.5% |
| 6M | +13.9% | -35.2% | +49.2% | +17.3% |
| YTD | +21.7% | +3.7% | +18.0% | +19.7% |
| 1Y | +40.4% | +10.3% | +30.2% | +37.4% |
| All | +161.2% | +204.2% | -43.0% | +100.8% |
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