+1,101.4%
FFIV vs NVMI
+1,967.2%
-865.8%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.5% | -5.9% | -1.3% |
| 7D | -1.0% | +6.6% | -7.6% | -2.0% |
| 30D | -5.1% | -7.5% | +2.5% | -4.0% |
| 3M | -4.5% | -28.5% | +24.0% | -0.1% |
| 6M | +36.5% | -15.7% | +52.2% | +38.2% |
| YTD | +53.0% | +13.3% | +39.7% | +47.4% |
| 1Y | +24.2% | +48.3% | -24.1% | +14.2% |
| 3Y | +137.2% | +191.2% | -54.0% | +90.3% |
| 5Y | +91.8% | +268.7% | -176.9% | +46.8% |
| 10Y | +215.2% | +3,034.8% | -2,819.6% | +74.8% |
| All | +1,101.4% | +1,967.2% | -865.8% | +370.7% |
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