+239.9%
FIS vs NVMI
+5,874.8%
-5,634.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.0% | +7.1% | +4.4% |
| 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% | -31.2% |
| 6M | -29.1% | -36.9% | +7.8% | -27.4% |
| YTD | -54.1% | -3.2% | -50.9% | -55.0% |
| 1Y | -53.7% | +7.1% | -60.8% | -55.0% |
| 3Y | -38.8% | +181.5% | -220.3% | -46.4% |
| 5Y | -71.1% | +141.2% | -212.3% | -74.6% |
| 10Y | -53.1% | +2,463.4% | -2,516.5% | -65.4% |
| All | +239.9% | +5,874.8% | -5,634.9% | +108.6% |
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 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