+442.6%
XYL vs NVMI
+5,834.1%
-5,391.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.9% |
| 7D | +0.8% | +6.9% | -6.1% | -0.8% |
| 30D | -10.8% | -2.8% | -8.0% | -10.4% |
| 3M | -2.5% | -27.3% | +24.8% | +3.3% |
| 6M | -12.2% | -13.7% | +1.5% | -11.6% |
| YTD | -20.1% | +13.8% | -33.9% | -25.4% |
| 1Y | -20.6% | +34.9% | -55.5% | -29.6% |
| 3Y | +17.3% | +213.5% | -196.2% | -22.1% |
| 5Y | -14.5% | +272.5% | -287.0% | -47.4% |
| 10Y | +150.2% | +3,142.4% | -2,992.2% | -14.1% |
| All | +442.6% | +5,834.1% | -5,391.5% | +67.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling