-36.4%
FICO vs NVMI
+38.3%
-74.7%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.9% | +6.2% | +5.2% |
| 7D | -10.6% | +6.9% | -17.5% | -9.4% |
| 30D | -6.3% | -2.8% | -3.5% | -6.3% |
| 3M | -19.7% | -27.3% | +7.6% | -21.2% |
| 6M | -31.8% | -13.7% | -18.1% | -32.6% |
| YTD | -41.8% | +13.8% | -55.7% | -41.5% |
| 1Y | -36.4% | +34.9% | -71.3% | -31.9% |
| All | -36.4% | +38.3% | -74.7% | -31.9% |
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 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