+99.1%
FFIV vs NVMI
+274.3%
-175.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.9% | +4.7% | +4.1% |
| 7D | +3.5% | +6.9% | -3.5% | +1.7% |
| 30D | -1.3% | -2.8% | +1.5% | -0.8% |
| 3M | +2.4% | -27.3% | +29.7% | +9.4% |
| 6M | +41.8% | -13.7% | +55.5% | +42.9% |
| YTD | +58.5% | +13.8% | +44.7% | +47.1% |
| 1Y | +24.3% | +34.9% | -10.5% | +9.0% |
| 3Y | +152.0% | +213.5% | -61.5% | +54.1% |
| 5Y | +99.1% | +272.5% | -173.4% | +14.3% |
| All | +99.1% | +274.3% | -175.2% | +14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling