-25.0%
TEVA vs NVMI
+3,158.6%
-3,183.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.5% | +1.7% |
| 7D | +2.0% | -0.1% | +2.1% | +2.0% |
| 30D | +1.0% | -8.4% | +9.4% | +2.9% |
| 3M | +7.3% | -33.6% | +40.9% | +16.6% |
| 6M | +21.7% | -14.7% | +36.4% | +22.1% |
| YTD | +18.8% | +13.2% | +5.6% | +9.4% |
| 1Y | +86.5% | +29.0% | +57.5% | +64.4% |
| 3Y | +269.4% | +215.0% | +54.4% | +132.9% |
| 5Y | +303.6% | +268.6% | +35.0% | +129.3% |
| All | -25.0% | +3,158.6% | -3,183.6% | -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