+20.1%
W vs NVMI
+53.9%
-33.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.5% | -3.0% | +0.6% |
| 7D | -4.2% | +6.6% | -10.8% | -6.3% |
| 30D | -7.6% | -7.5% | 0.0% | -5.3% |
| 3M | +37.2% | -28.5% | +65.7% | +50.1% |
| 6M | +26.3% | -15.7% | +42.1% | +30.5% |
| YTD | -1.0% | +13.3% | -14.3% | -0.2% |
| 1Y | +20.1% | +48.3% | -28.2% | +20.6% |
| All | +20.1% | +53.9% | -33.8% | +20.6% |
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