+33.8%
FFIV vs NVMI
+140.3%
-106.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.0% | +0.3% | -1.9% |
| 7D | -0.5% | +1.5% | -2.0% | -1.0% |
| 30D | -32.4% | -4.1% | -28.3% | -31.9% |
| 3M | -25.7% | -22.8% | -2.9% | -21.3% |
| 6M | -13.5% | -36.9% | +23.4% | -5.3% |
| YTD | +21.1% | -3.2% | +24.3% | +16.2% |
| 1Y | +29.4% | +7.1% | +22.3% | +20.3% |
| 3Y | +94.9% | +181.5% | -86.6% | +18.6% |
| All | +33.8% | +140.3% | -106.5% | -17.9% |
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