-40.6%
FIS vs NVMI
+3,158.6%
-3,199.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.1% |
| 7D | -7.9% | -0.1% | -7.8% | -7.9% |
| 30D | -8.0% | -8.4% | +0.4% | -6.9% |
| 3M | +0.6% | -33.6% | +34.2% | +5.7% |
| 6M | -22.2% | -14.7% | -7.5% | -22.8% |
| YTD | -40.8% | +13.2% | -54.0% | -44.8% |
| 1Y | -41.5% | +29.0% | -70.5% | -47.3% |
| 3Y | -25.5% | +215.0% | -240.5% | -49.0% |
| 5Y | -64.8% | +268.6% | -333.3% | -77.8% |
| All | -40.6% | +3,158.6% | -3,199.2% | -77.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling