+141.8%
RY vs NVMI
+265.1%
-123.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.9% |
| 7D | +2.7% | +11.7% | -9.0% | +1.4% |
| 30D | -1.0% | -4.0% | +3.1% | -0.6% |
| 3M | +7.6% | -25.8% | +33.4% | +10.7% |
| 6M | +29.5% | -8.3% | +37.8% | +29.0% |
| YTD | +24.2% | +14.8% | +9.3% | +20.0% |
| 1Y | +46.4% | +37.9% | +8.5% | +37.8% |
| 3Y | +159.4% | +216.3% | -56.8% | +105.8% |
| 5Y | +141.8% | +277.2% | -135.3% | +80.8% |
| All | +141.8% | +265.1% | -123.3% | +80.8% |
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 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