+4,609.3%
RY vs NVMI
+1,967.2%
+2,642.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.5% | -6.2% | -1.1% |
| 7D | +3.1% | +6.6% | -3.5% | +2.6% |
| 30D | -0.3% | -7.5% | +7.2% | +0.2% |
| 3M | +8.7% | -28.5% | +37.2% | +10.7% |
| 6M | +28.5% | -15.7% | +44.3% | +29.2% |
| YTD | +25.1% | +13.3% | +11.8% | +23.1% |
| 1Y | +46.3% | +48.3% | -2.0% | +41.0% |
| 3Y | +154.9% | +191.2% | -36.3% | +131.2% |
| 5Y | +140.3% | +268.7% | -128.4% | +112.8% |
| 10Y | +377.0% | +3,034.8% | -2,657.7% | +271.0% |
| All | +4,609.3% | +1,967.2% | +2,642.0% | +2,868.5% |
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 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