+1,004.5%
TROW vs NVMI
+1,933.5%
-929.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.1% |
| 7D | -3.0% | +3.8% | -6.8% | -3.5% |
| 30D | -5.5% | -7.6% | +2.1% | -4.6% |
| 3M | +2.3% | -28.0% | +30.3% | +6.0% |
| 6M | +23.9% | -15.3% | +39.2% | +24.9% |
| YTD | +7.9% | +11.5% | -3.6% | +4.4% |
| 1Y | +6.1% | +31.6% | -25.5% | 0.0% |
| 3Y | +13.8% | +207.0% | -193.1% | -6.8% |
| 5Y | -38.2% | +262.8% | -301.0% | -50.7% |
| 10Y | +131.3% | +3,074.6% | -2,943.3% | +43.4% |
| All | +1,004.5% | +1,933.5% | -929.0% | +370.3% |
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