+2.0%
FISV vs NVMI
+3,158.6%
-3,156.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.6% | +3.8% | +5.2% |
| 7D | -2.7% | -0.1% | -2.6% | -2.7% |
| 30D | 0.0% | -8.4% | +8.4% | +1.3% |
| 3M | -2.8% | -33.6% | +30.8% | +2.4% |
| 6M | -11.8% | -14.7% | +2.8% | -12.6% |
| YTD | -23.2% | +13.2% | -36.4% | -28.6% |
| 1Y | -62.0% | +29.0% | -91.0% | -66.1% |
| 3Y | -57.6% | +215.0% | -272.6% | -71.5% |
| 5Y | -53.4% | +268.6% | -322.0% | -71.3% |
| All | +2.0% | +3,158.6% | -3,156.7% | -60.9% |
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