+1,125.0%
FDX vs NVMI
+1,967.2%
-842.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.5% | -6.1% | -1.1% |
| 7D | -2.5% | +6.6% | -9.1% | -3.1% |
| 30D | +3.8% | -7.5% | +11.3% | +4.4% |
| 3M | -1.3% | -28.5% | +27.2% | +1.2% |
| 6M | +5.0% | -15.7% | +20.8% | +5.9% |
| YTD | +39.6% | +13.3% | +26.3% | +36.7% |
| 1Y | +81.1% | +48.3% | +32.8% | +72.5% |
| 3Y | +63.0% | +191.2% | -128.2% | +43.5% |
| 5Y | +65.6% | +268.7% | -203.1% | +41.7% |
| 10Y | +183.4% | +3,034.8% | -2,851.4% | +107.6% |
| All | +1,125.0% | +1,967.2% | -842.2% | +653.4% |
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