+12.5%
FN vs NVMI
+53.9%
-41.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.5% | -2.4% | -1.2% |
| 7D | -1.7% | +6.6% | -8.3% | -6.7% |
| 30D | -22.0% | -7.5% | -14.5% | -16.5% |
| 3M | -43.0% | -28.5% | -14.5% | -26.8% |
| 6M | -27.7% | -15.7% | -12.0% | -18.2% |
| YTD | -10.5% | +13.3% | -23.8% | -16.9% |
| 1Y | +12.5% | +48.3% | -35.8% | -8.1% |
| All | +12.5% | +53.9% | -41.4% | -8.1% |
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