+14.4%
FIX vs NVMI
-11.6%
+26.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -2.4% | -12.7% | -13.4% |
| 7D | -18.9% | -11.8% | -7.1% | -11.5% |
| 30D | -36.3% | -24.8% | -11.5% | -22.7% |
| 3M | -38.5% | -28.6% | -9.9% | -23.1% |
| 6M | -42.3% | -40.0% | -2.3% | -21.2% |
| YTD | +17.1% | -10.1% | +27.2% | +19.2% |
| 1Y | +14.4% | -9.8% | +24.1% | +15.6% |
| All | +14.4% | -11.6% | +26.0% | +15.6% |
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 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