+122.9%
FIX vs NVMI
+53.9%
+69.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.5% | -3.6% | -1.6% |
| 7D | +6.0% | +6.6% | -0.6% | +1.6% |
| 30D | -7.2% | -7.5% | +0.3% | -2.6% |
| 3M | -15.9% | -28.5% | +12.6% | +3.0% |
| 6M | +12.7% | -15.7% | +28.5% | +21.9% |
| YTD | +72.8% | +13.3% | +59.5% | +54.0% |
| 1Y | +122.9% | +48.3% | +74.6% | +70.7% |
| All | +122.9% | +53.9% | +69.0% | +70.7% |
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