-10.4%
FSLY vs NVMI
+1,333.3%
-1,343.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.3% | +3.0% | +3.8% |
| 7D | +3.5% | +11.7% | -8.2% | -1.6% |
| 30D | -6.4% | -4.0% | -2.4% | -4.7% |
| 3M | +10.9% | -25.8% | +36.6% | +23.6% |
| 6M | +6.7% | -8.3% | +15.0% | +9.4% |
| YTD | +111.1% | +14.8% | +96.3% | +88.7% |
| 1Y | +185.8% | +37.9% | +147.9% | +128.7% |
| 3Y | -6.6% | +216.3% | -222.8% | -63.6% |
| 5Y | -52.4% | +277.2% | -329.6% | -83.7% |
| All | -10.4% | +1,333.3% | -1,343.8% | -85.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling