-14.2%
XYL vs NVMI
+261.9%
-276.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.1% |
| 7D | +1.2% | -0.1% | +1.3% | +1.2% |
| 30D | -11.9% | -8.4% | -3.5% | -10.5% |
| 3M | -1.5% | -33.6% | +32.0% | +5.9% |
| 6M | -11.9% | -14.7% | +2.8% | -11.3% |
| YTD | -20.6% | +13.2% | -33.8% | -25.7% |
| 1Y | -23.5% | +29.0% | -52.5% | -31.1% |
| 3Y | +14.9% | +215.0% | -200.1% | -26.1% |
| All | -14.2% | +261.9% | -276.1% | -50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling