+403.4%
TEVA vs NVMI
+1,965.6%
-1,562.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.5% | +1.9% |
| 7D | +2.0% | -0.1% | +2.1% | +2.0% |
| 30D | +1.0% | -8.4% | +9.4% | +1.5% |
| 3M | +7.3% | -33.6% | +40.9% | +9.9% |
| 6M | +21.7% | -14.7% | +36.4% | +22.1% |
| YTD | +18.8% | +13.2% | +5.6% | +16.7% |
| 1Y | +86.5% | +29.0% | +57.5% | +81.3% |
| 3Y | +269.4% | +215.0% | +54.4% | +235.5% |
| 5Y | +303.6% | +268.6% | +35.0% | +260.9% |
| 10Y | -22.9% | +3,124.7% | -3,147.7% | -36.9% |
| All | +403.4% | +1,965.6% | -1,562.2% | +284.8% |
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