+14.9%
XYL vs NVMI
+207.9%
-193.0%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.2% |
| 7D | +1.2% | -0.1% | +1.3% | +1.2% |
| 30D | -11.9% | -8.4% | -3.5% | -10.9% |
| 3M | -1.5% | -33.6% | +32.0% | +3.9% |
| 6M | -11.9% | -14.7% | +2.8% | -11.4% |
| YTD | -20.6% | +13.2% | -33.8% | -24.1% |
| 1Y | -23.5% | +29.0% | -52.5% | -28.9% |
| 3Y | +14.9% | +215.0% | -200.1% | -16.0% |
| All | +14.9% | +207.9% | -193.0% | -16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling