+192.9%
XOM vs NVMI
+3,158.6%
-2,965.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.3% |
| 7D | +4.1% | -0.1% | +4.2% | +4.1% |
| 30D | +4.6% | -8.4% | +13.0% | +5.5% |
| 3M | +14.0% | -33.6% | +47.5% | +18.5% |
| 6M | +11.0% | -14.7% | +25.6% | +10.5% |
| YTD | +40.7% | +13.2% | +27.5% | +34.0% |
| 1Y | +52.3% | +29.0% | +23.3% | +41.5% |
| 3Y | +60.5% | +215.0% | -154.5% | +20.8% |
| 5Y | +266.4% | +268.6% | -2.2% | +155.2% |
| All | +192.9% | +3,158.6% | -2,965.7% | +41.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling