-32.8%
STZ vs NVMI
+266.4%
-299.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.5% | -6.2% | -1.0% |
| 7D | -1.9% | +6.6% | -8.5% | -2.3% |
| 30D | -1.9% | -7.5% | +5.6% | -1.5% |
| 3M | -6.2% | -28.5% | +22.3% | -4.8% |
| 6M | -14.0% | -15.7% | +1.7% | -13.9% |
| YTD | -5.1% | +13.3% | -18.4% | -7.3% |
| 1Y | -9.6% | +48.3% | -57.8% | -13.5% |
| 3Y | -47.2% | +191.2% | -238.5% | -54.0% |
| All | -32.8% | +266.4% | -299.2% | -43.6% |
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