+65.1%
FIVE vs NVMI
+53.9%
+11.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.5% | -0.4% | +4.1% |
| 7D | +4.3% | +6.6% | -2.3% | +3.0% |
| 30D | +12.5% | -7.5% | +20.0% | +13.9% |
| 3M | +31.2% | -28.5% | +59.7% | +38.2% |
| 6M | +14.4% | -15.7% | +30.1% | +13.7% |
| YTD | +33.9% | +13.3% | +20.6% | +18.7% |
| 1Y | +65.1% | +48.3% | +16.8% | +38.4% |
| All | +65.1% | +53.9% | +11.2% | +38.4% |
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