-0.5%
TENB vs NVMI
+1,195.1%
-1,195.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.6% | -7.6% | -6.5% |
| 7D | -12.1% | -0.1% | -12.0% | -12.1% |
| 30D | -18.6% | -8.4% | -10.2% | -16.6% |
| 3M | +12.1% | -33.6% | +45.6% | +25.4% |
| 6M | +46.8% | -14.7% | +61.5% | +46.5% |
| YTD | +28.0% | +13.2% | +14.7% | +13.2% |
| 1Y | -1.4% | +29.0% | -30.4% | -18.5% |
| 3Y | -33.9% | +215.0% | -248.9% | -68.9% |
| 5Y | -34.6% | +268.6% | -303.2% | -73.2% |
| All | -0.5% | +1,195.1% | -1,195.5% | -80.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling