-21.7%
FN vs NVMI
+5.1%
-26.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +6.4% | +5.5% | +6.3% |
| 7D | +16.3% | +9.6% | +6.7% | +8.2% |
| 30D | -24.7% | -5.6% | -19.1% | -20.2% |
| 3M | -34.9% | -15.2% | -19.7% | -24.1% |
| 6M | -41.1% | -36.1% | -5.0% | -16.3% |
| YTD | -19.6% | +1.5% | -21.1% | -23.8% |
| All | -21.7% | +5.1% | -26.8% | -27.8% |
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