+225.6%
FANG vs NVMI
+261.9%
-36.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.4% |
| 7D | +2.9% | -0.1% | +3.0% | +2.9% |
| 30D | +2.6% | -8.4% | +11.0% | +3.5% |
| 3M | +7.6% | -33.6% | +41.1% | +12.3% |
| 6M | +17.3% | -14.7% | +32.0% | +17.1% |
| YTD | +38.7% | +13.2% | +25.5% | +31.3% |
| 1Y | +51.6% | +29.0% | +22.6% | +39.3% |
| 3Y | +50.0% | +215.0% | -165.0% | +8.7% |
| All | +225.6% | +261.9% | -36.3% | +133.1% |
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