+4,460.0%
RY vs NVMI
+1,720.2%
+2,739.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.8% | +3.4% | -0.2% |
| 7D | -0.5% | +16.9% | -17.4% | -1.7% |
| 30D | +4.7% | -4.3% | +9.0% | +4.9% |
| 3M | -4.5% | -19.3% | +14.8% | -3.3% |
| 6M | +12.5% | -33.6% | +46.1% | +14.9% |
| YTD | +21.1% | -0.2% | +21.4% | +20.0% |
| 1Y | +38.6% | +5.1% | +33.6% | +36.8% |
| 3Y | +160.2% | +193.2% | -33.0% | +135.6% |
| 5Y | +124.7% | +148.6% | -23.9% | +103.8% |
| 10Y | +352.3% | +2,542.3% | -2,189.9% | +255.0% |
| All | +4,460.0% | +1,720.2% | +2,739.8% | +2,794.1% |
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