+151.9%
FFIV vs NVMI
+209.6%
-57.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.9% | +4.7% | +4.0% |
| 7D | +3.5% | +6.9% | -3.5% | +2.1% |
| 30D | -1.3% | -2.8% | +1.5% | -0.9% |
| 3M | +2.4% | -27.3% | +29.7% | +7.8% |
| 6M | +41.8% | -13.7% | +55.5% | +42.8% |
| YTD | +58.5% | +13.8% | +44.7% | +50.0% |
| 1Y | +24.3% | +34.9% | -10.5% | +12.9% |
| All | +151.9% | +209.6% | -57.7% | +83.4% |
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 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