+101.7%
FICO vs NVMI
+265.1%
-163.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.1% |
| 7D | -15.4% | +11.7% | -27.1% | -17.0% |
| 30D | -10.4% | -4.0% | -6.3% | -10.1% |
| 3M | -22.7% | -25.8% | +3.1% | -20.2% |
| 6M | -36.8% | -8.3% | -28.4% | -38.6% |
| YTD | -44.8% | +14.8% | -59.6% | -49.8% |
| 1Y | -39.3% | +37.9% | -77.2% | -48.2% |
| 3Y | +3.7% | +216.3% | -212.5% | -37.7% |
| 5Y | +101.7% | +277.2% | -175.5% | +8.5% |
| All | +101.7% | +265.1% | -163.4% | +8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling