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  • NEM vs FFIV✓SelectedUSD · FFIVNEM vs FFIV performance historyLatest closeAs of+1.27%09/09
Stock and ETF performance explorer

NEM vs FFIV

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+319.4%
FFIV return
+239.4%
Excess return
+79.9%
Maximum drawdown
-62.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioFFIVExcessAlpha
1D+1.3%+3.9%-2.6%+0.7%
7D+3.1%+3.5%-0.4%+2.5%
30D+10.0%-1.3%+11.3%+10.1%
3M+30.9%+2.4%+28.5%+30.1%
6M+10.5%+41.8%-31.3%+4.2%
YTD+29.7%+58.5%-28.8%+20.3%
1Y+71.1%+24.3%+46.8%+63.7%
3Y+252.1%+152.0%+100.1%+200.7%
5Y+157.7%+99.1%+58.6%+122.4%
10Y+319.4%+242.8%+76.6%+243.4%
All+319.4%+239.4%+79.9%+243.4%

Cumulative growth

Daily Returns

Daily percentage return beside FFIV.

Daily Out/Under-Performance

Portfolio return minus FFIV return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × FFIV 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 FFIV 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