+698.5%
XLV vs NVMI
+1,965.6%
-1,267.1%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.3% |
| 7D | -3.6% | -0.1% | -3.5% | -3.6% |
| 30D | -1.8% | -8.4% | +6.6% | -1.4% |
| 3M | +7.8% | -33.6% | +41.3% | +9.9% |
| 6M | +9.1% | -14.7% | +23.8% | +9.3% |
| YTD | +7.7% | +13.2% | -5.5% | +5.9% |
| 1Y | +20.4% | +29.0% | -8.6% | +17.2% |
| 3Y | +30.8% | +215.0% | -184.2% | +19.0% |
| 5Y | +34.6% | +268.6% | -233.9% | +20.4% |
| 10Y | +173.4% | +3,124.7% | -2,951.3% | +117.5% |
| All | +698.5% | +1,965.6% | -1,267.1% | +469.7% |
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