+1,301.2%
FERG vs NVMI
+5,496.8%
-4,195.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.8% |
| 7D | -1.0% | +3.8% | -4.8% | -1.5% |
| 30D | -11.8% | -7.6% | -4.3% | -11.1% |
| 3M | -1.2% | -28.0% | +26.8% | +2.1% |
| 6M | -2.3% | -15.3% | +13.0% | -1.3% |
| YTD | +0.8% | +11.5% | -10.7% | -1.6% |
| 1Y | +0.5% | +31.6% | -31.1% | -3.9% |
| 3Y | +51.4% | +207.0% | -155.6% | +30.4% |
| 5Y | +67.5% | +262.8% | -195.3% | +41.6% |
| 10Y | +348.1% | +3,074.6% | -2,726.5% | +257.7% |
| All | +1,301.2% | +5,496.8% | -4,195.6% | +1,056.7% |
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