+61.2%
FIVE vs NVMI
-11.6%
+72.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -2.4% | +9.1% | +7.0% |
| 7D | +7.5% | -11.8% | +19.2% | +9.2% |
| 30D | +16.7% | -24.8% | +41.5% | +20.9% |
| 3M | +13.4% | -28.6% | +41.9% | +18.0% |
| 6M | +9.0% | -40.0% | +49.1% | +14.9% |
| YTD | +33.8% | -10.1% | +43.9% | +27.8% |
| 1Y | +61.2% | -9.8% | +70.9% | +53.2% |
| All | +61.2% | -11.6% | +72.7% | +53.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling