-64.8%
Z vs NVMI
+266.4%
-331.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.5% | -7.6% | -3.8% |
| 7D | -3.0% | +6.6% | -9.6% | -5.0% |
| 30D | -4.2% | -7.5% | +3.3% | -2.2% |
| 3M | -3.7% | -28.5% | +24.8% | +3.5% |
| 6M | -24.5% | -15.7% | -8.8% | -25.2% |
| YTD | -49.3% | +13.3% | -62.6% | -56.2% |
| 1Y | -58.7% | +48.3% | -107.0% | -69.0% |
| 3Y | -34.1% | +191.2% | -225.4% | -69.8% |
| All | -64.8% | +266.4% | -331.2% | -86.9% |
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