+665.4%
FICO vs NVMI
+3,062.9%
-2,397.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.9% | +6.2% | +5.6% |
| 7D | -10.6% | +6.9% | -17.5% | -12.5% |
| 30D | -6.3% | -2.8% | -3.5% | -6.2% |
| 3M | -19.7% | -27.3% | +7.6% | -15.3% |
| 6M | -31.8% | -13.7% | -18.1% | -33.1% |
| YTD | -41.8% | +13.8% | -55.7% | -48.8% |
| 1Y | -36.4% | +34.9% | -71.3% | -48.1% |
| 3Y | +9.3% | +213.5% | -204.3% | -41.9% |
| 5Y | +113.0% | +272.5% | -159.5% | -0.9% |
| 10Y | +665.4% | +3,142.4% | -2,477.0% | +81.5% |
| All | +665.4% | +3,062.9% | -2,397.4% | +81.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling