+3,155.8%
NVMI vs FIVN
+118.5%
+3,037.2%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.3% |
| 7D | -0.1% | -7.8% | +7.8% | +1.6% |
| 30D | -8.4% | -1.7% | -6.7% | -8.3% |
| 3M | -33.6% | +47.2% | -80.8% | -40.4% |
| 6M | -14.7% | +82.7% | -97.4% | -29.7% |
| YTD | +13.2% | +52.9% | -39.7% | -3.7% |
| 1Y | +29.0% | +17.5% | +11.5% | +17.5% |
| 3Y | +215.0% | -55.8% | +270.8% | +250.5% |
| 5Y | +268.6% | -82.3% | +350.9% | +399.0% |
| All | +3,155.8% | +118.5% | +3,037.2% | +2,197.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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