+721.2%
FISV vs NVMI
+1,933.5%
-1,212.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.7% |
| 7D | -7.2% | +3.8% | -11.0% | -7.5% |
| 30D | -7.2% | -7.6% | +0.4% | -6.7% |
| 3M | -8.2% | -28.0% | +19.8% | -6.6% |
| 6M | -17.7% | -15.3% | -2.4% | -17.7% |
| YTD | -27.2% | +11.5% | -38.6% | -28.9% |
| 1Y | -63.0% | +31.6% | -94.6% | -64.5% |
| 3Y | -59.8% | +207.0% | -266.7% | -64.5% |
| 5Y | -55.8% | +262.8% | -318.6% | -61.9% |
| 10Y | -2.4% | +3,074.6% | -3,077.0% | -27.3% |
| All | +721.2% | +1,933.5% | -1,212.3% | +408.6% |
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