-9.2%
VRSK vs NVMI
-11.6%
+2.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.9% | -0.1% |
| 7D | +4.2% | -11.8% | +16.0% | +1.4% |
| 30D | +21.2% | -24.8% | +46.0% | +14.2% |
| 3M | +2.9% | -28.6% | +31.5% | -3.3% |
| 6M | +11.3% | -40.0% | +51.3% | +2.7% |
| YTD | -10.8% | -10.1% | -0.8% | -15.1% |
| 1Y | -9.2% | -9.8% | +0.6% | -13.3% |
| All | -9.2% | -11.6% | +2.4% | -13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling