-70.8%
FIS vs NVMI
+140.3%
-211.1%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.0% | +7.1% | +4.3% |
| 7D | +2.8% | +1.5% | +1.3% | +2.7% |
| 30D | -16.7% | -4.1% | -12.6% | -16.6% |
| 3M | -32.3% | -22.8% | -9.5% | -31.4% |
| 6M | -29.1% | -36.9% | +7.8% | -27.8% |
| YTD | -54.1% | -3.2% | -50.9% | -56.1% |
| 1Y | -53.7% | +7.1% | -60.8% | -56.4% |
| 3Y | -38.8% | +181.5% | -220.3% | -55.0% |
| All | -70.8% | +140.3% | -211.1% | -79.1% |
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