+533.2%
XYZ vs NVMI
+3,288.9%
-2,755.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.5% | -6.2% | -3.6% |
| 7D | -1.0% | +6.6% | -7.6% | -4.2% |
| 30D | -1.7% | -7.5% | +5.8% | +1.9% |
| 3M | +16.7% | -28.5% | +45.2% | +33.2% |
| 6M | +26.9% | -15.7% | +42.6% | +28.4% |
| YTD | +27.1% | +13.3% | +13.8% | +6.8% |
| 1Y | +9.3% | +48.3% | -39.0% | -23.3% |
| 3Y | +42.3% | +191.2% | -149.0% | -45.4% |
| 5Y | -69.3% | +268.7% | -338.0% | -89.9% |
| 10Y | +586.8% | +3,034.8% | -2,448.0% | -5.1% |
| All | +533.2% | +3,288.9% | -2,755.7% | -18.4% |
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