-68.4%
XYZ vs NVMI
+274.3%
-342.8%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.5% |
| 7D | -3.7% | +6.9% | -10.6% | -6.7% |
| 30D | +0.5% | -2.8% | +3.4% | +1.4% |
| 3M | +16.3% | -27.3% | +43.6% | +30.0% |
| 6M | +21.1% | -13.7% | +34.8% | +20.9% |
| YTD | +22.0% | +13.8% | +8.1% | +3.0% |
| 1Y | +5.2% | +34.9% | -29.7% | -20.7% |
| 3Y | +49.6% | +213.5% | -163.9% | -49.6% |
| 5Y | -68.4% | +272.5% | -340.9% | -90.5% |
| All | -68.4% | +274.3% | -342.8% | -90.5% |
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 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