-100.0%
FCEL vs NVMI
+1,995.1%
-2,095.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | +1.3% | +17.4% | +18.5% |
| 7D | +4.0% | +11.7% | -7.7% | +1.0% |
| 30D | -13.1% | -4.0% | -9.0% | -12.2% |
| 3M | +14.6% | -25.8% | +40.3% | +24.6% |
| 6M | +133.7% | -8.3% | +142.0% | +142.1% |
| YTD | +143.0% | +14.8% | +128.1% | +139.5% |
| 1Y | +320.9% | +37.9% | +283.0% | +300.0% |
| 3Y | -58.9% | +216.3% | -275.2% | -68.7% |
| 5Y | -89.7% | +277.2% | -366.8% | -92.2% |
| 10Y | -99.1% | +3,074.3% | -3,173.4% | -99.5% |
| All | -100.0% | +1,995.1% | -2,095.0% | -100.0% |
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