+348.4%
FIS vs NVMI
+6,988.5%
-6,640.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.3% | -7.2% | -6.0% |
| 7D | -3.5% | +11.7% | -15.1% | -4.3% |
| 30D | -7.8% | -4.0% | -3.8% | -7.6% |
| 3M | +0.8% | -25.8% | +26.6% | +2.5% |
| 6M | -21.9% | -8.3% | -13.6% | -22.4% |
| YTD | -39.5% | +14.8% | -54.3% | -41.2% |
| 1Y | -41.0% | +37.9% | -78.8% | -43.7% |
| 3Y | -23.6% | +216.3% | -239.9% | -33.5% |
| 5Y | -65.6% | +277.2% | -342.8% | -70.8% |
| 10Y | -40.2% | +3,074.3% | -3,114.5% | -56.5% |
| All | +348.4% | +6,988.5% | -6,640.1% | +172.5% |
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