-3.5%
FSLY vs NVMI
+1,313.2%
-1,316.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.3% |
| 7D | +12.5% | -0.1% | +12.6% | +12.5% |
| 30D | -18.8% | -8.4% | -10.4% | -15.5% |
| 3M | +22.7% | -33.6% | +56.2% | +44.0% |
| 6M | -3.7% | -14.7% | +11.0% | +1.7% |
| YTD | +127.5% | +13.2% | +114.3% | +104.6% |
| 1Y | +193.5% | +29.0% | +164.5% | +142.4% |
| 3Y | -1.3% | +215.0% | -216.3% | -61.6% |
| 5Y | -47.3% | +268.6% | -315.9% | -81.7% |
| All | -3.5% | +1,313.2% | -1,316.6% | -84.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling