+8,556.8%
FICO vs NVMI
+1,967.2%
+6,589.5%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +5.5% | -22.2% | -17.3% |
| 7D | -19.2% | +6.6% | -25.8% | -19.9% |
| 30D | -14.6% | -7.5% | -7.1% | -14.0% |
| 3M | -20.1% | -28.5% | +8.4% | -18.0% |
| 6M | -36.3% | -15.7% | -20.6% | -36.4% |
| YTD | -44.9% | +13.3% | -58.2% | -47.2% |
| 1Y | -38.6% | +48.3% | -86.9% | -43.5% |
| 3Y | +4.0% | +191.2% | -187.3% | -14.1% |
| 5Y | +99.5% | +268.7% | -169.1% | +58.8% |
| 10Y | +604.7% | +3,034.8% | -2,430.1% | +353.1% |
| All | +8,556.8% | +1,967.2% | +6,589.5% | +4,217.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling