+42.4%
FCEL vs NVMI
-11.6%
+54.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.4% | -3.5% | -3.7% |
| 7D | -14.9% | -11.8% | -3.1% | -4.1% |
| 30D | -41.7% | -24.8% | -16.9% | -23.1% |
| 3M | -53.2% | -28.6% | -24.6% | -35.7% |
| 6M | -19.0% | -40.0% | +21.0% | +26.9% |
| YTD | +44.2% | -10.1% | +54.2% | +59.0% |
| 1Y | +42.4% | -9.8% | +52.2% | +54.3% |
| All | +42.4% | -11.6% | +54.0% | +54.3% |
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