-65.0%
FIS vs NVMI
+261.9%
-326.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.5% |
| 3M | +0.6% | -33.6% | +34.2% | +3.1% |
| 6M | -22.2% | -14.7% | -7.5% | -23.0% |
| YTD | -40.8% | +13.2% | -54.0% | -43.7% |
| 1Y | -41.5% | +29.0% | -70.5% | -45.8% |
| 3Y | -25.5% | +215.0% | -240.5% | -44.8% |
| All | -65.0% | +261.9% | -326.9% | -75.6% |
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