+61.9%
FDX vs NVMI
+212.3%
-150.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -3.9% | -2.8% |
| 7D | -3.3% | +11.7% | -15.0% | -4.7% |
| 30D | -1.4% | -4.0% | +2.7% | -1.0% |
| 3M | -4.5% | -25.8% | +21.2% | -1.3% |
| 6M | +9.4% | -8.3% | +17.7% | +9.5% |
| YTD | +36.0% | +14.8% | +21.2% | +31.7% |
| 1Y | +75.5% | +37.9% | +37.6% | +65.1% |
| All | +61.9% | +212.3% | -150.3% | +18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling