+2,185.6%
FIX vs NVMI
+265.1%
+1,920.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.0% | +1.7% |
| 7D | +6.1% | +11.7% | -5.6% | +0.5% |
| 30D | -2.7% | -4.0% | +1.4% | -0.7% |
| 3M | -10.9% | -25.8% | +14.8% | +2.6% |
| 6M | +29.0% | -8.3% | +37.3% | +34.0% |
| YTD | +76.9% | +14.8% | +62.0% | +66.2% |
| 1Y | +130.7% | +37.9% | +92.9% | +100.6% |
| 3Y | +790.7% | +216.3% | +574.4% | +456.3% |
| 5Y | +2,185.6% | +277.2% | +1,908.4% | +1,273.7% |
| All | +2,185.6% | +265.1% | +1,920.5% | +1,273.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling