-58.4%
FICO vs NVMI
+2.8%
-61.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.2% | +0.5% |
| 7D | +0.9% | +7.6% | -6.7% | +2.6% |
| 30D | +9.4% | -7.7% | +17.2% | +7.9% |
| 3M | -30.4% | -15.4% | -15.0% | -31.8% |
| 6M | -35.1% | -37.5% | +2.4% | -37.7% |
| YTD | -56.8% | -0.8% | -56.0% | -58.7% |
| 1Y | -58.4% | +2.4% | -60.8% | -60.3% |
| All | -58.4% | +2.8% | -61.2% | -60.3% |
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 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