+13.0%
XOM vs NVMI
-15.5%
+28.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.3% |
| 7D | +1.9% | +3.8% | -1.9% | +2.5% |
| 30D | +4.1% | -7.6% | +11.6% | +3.0% |
| 3M | +10.4% | -28.0% | +38.4% | +6.5% |
| 6M | +13.0% | -15.3% | +28.3% | +15.5% |
| All | +13.0% | -15.5% | +28.5% | +15.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling