+1,049.0%
FIX vs NVMI
+155.4%
+893.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | +0.5% |
| 7D | -13.9% | +7.6% | -21.5% | -16.8% |
| 30D | -35.5% | -7.7% | -27.8% | -32.5% |
| 3M | -33.9% | -15.4% | -18.6% | -27.9% |
| 6M | -43.3% | -37.5% | -5.8% | -29.1% |
| YTD | +18.7% | -0.8% | +19.5% | +20.1% |
| 1Y | +13.8% | +2.4% | +11.4% | +13.6% |
| 3Y | +495.0% | +191.5% | +303.5% | +286.0% |
| 5Y | +1,049.0% | +156.3% | +892.7% | +651.0% |
| All | +1,049.0% | +155.4% | +893.7% | +651.0% |
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