-38.6%
FICO vs NVMI
+53.9%
-92.5%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +5.5% | -22.2% | -15.8% |
| 7D | -19.2% | +6.6% | -25.8% | -18.2% |
| 30D | -14.6% | -7.5% | -7.1% | -15.2% |
| 3M | -20.1% | -28.5% | +8.4% | -21.8% |
| 6M | -36.3% | -15.7% | -20.6% | -37.2% |
| YTD | -44.9% | +13.3% | -58.2% | -44.7% |
| 1Y | -38.6% | +48.3% | -86.9% | -33.4% |
| All | -38.6% | +53.9% | -92.5% | -33.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling