+34.3%
FANG vs NVMI
-11.6%
+45.9%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.4% | -2.5% | -5.1% |
| 7D | -11.3% | -11.8% | +0.4% | -12.3% |
| 30D | -0.7% | -24.8% | +24.2% | -3.0% |
| 3M | -4.2% | -28.6% | +24.4% | -6.5% |
| 6M | -13.5% | -40.0% | +26.5% | -15.5% |
| YTD | +23.7% | -10.1% | +33.8% | +29.3% |
| 1Y | +34.3% | -9.8% | +44.1% | +41.8% |
| All | +34.3% | -11.6% | +45.9% | +41.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling