-24.5%
XYL vs NVMI
+53.9%
-78.4%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.5% | -7.5% | -2.6% |
| 7D | -5.0% | +6.6% | -11.6% | -5.7% |
| 30D | -13.2% | -7.5% | -5.7% | -12.5% |
| 3M | -3.7% | -28.5% | +24.8% | -0.6% |
| 6M | -17.7% | -15.7% | -1.9% | -17.6% |
| YTD | -21.5% | +13.3% | -34.8% | -25.2% |
| 1Y | -24.5% | +48.3% | -72.8% | -30.7% |
| All | -24.5% | +53.9% | -78.4% | -30.7% |
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 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