+889.8%
NVDA vs UMC
+143.5%
+746.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -1.4% |
| 7D | -5.1% | +9.0% | -14.1% | -9.9% |
| 30D | -2.5% | +17.2% | -19.7% | -11.7% |
| 3M | +6.7% | +11.4% | -4.7% | -6.4% |
| 6M | +17.6% | +137.5% | -119.9% | -42.4% |
| YTD | +17.3% | +193.1% | -175.8% | -55.5% |
| 1Y | +23.5% | +240.3% | -216.8% | -59.4% |
| 3Y | +384.6% | +262.2% | +122.4% | +43.7% |
| All | +889.8% | +143.5% | +746.2% | +319.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 5y: compounded portfolio wealth divided by compounded UMC 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…
5y analysis · Full analysis span regression · 6 months rolling