+79.3%
FICO vs NVMI
+156.9%
-77.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.4% | -3.7% | +1.9% |
| 7D | -0.1% | +9.6% | -9.7% | -1.3% |
| 30D | +8.4% | -5.6% | +14.0% | +8.9% |
| 3M | -30.5% | -15.2% | -15.3% | -29.6% |
| 6M | -35.7% | -36.1% | +0.3% | -33.1% |
| YTD | -57.2% | +1.5% | -58.7% | -60.8% |
| 1Y | -58.4% | +8.3% | -66.7% | -62.7% |
| 3Y | -24.8% | +212.6% | -237.4% | -56.8% |
| 5Y | +79.3% | +158.4% | -79.2% | +2.8% |
| All | +79.3% | +156.9% | -77.7% | +2.8% |
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