+85,874.8%
NVDA vs UMC
+277.8%
+85,597.0%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.1% | -7.1% | -4.6% |
| 7D | +3.8% | +6.6% | -2.8% | +0.2% |
| 30D | +0.8% | +16.6% | -15.8% | -7.4% |
| 3M | +8.2% | +11.0% | -2.8% | -2.5% |
| 6M | +27.1% | +131.3% | -104.2% | -24.5% |
| YTD | +21.2% | +182.5% | -161.3% | -37.6% |
| 1Y | +34.3% | +222.3% | -188.0% | -35.8% |
| 3Y | +396.3% | +253.0% | +143.2% | +125.7% |
| 5Y | +913.8% | +141.8% | +771.9% | +477.7% |
| 10Y | +14,572.5% | +1,772.2% | +12,800.3% | +2,370.5% |
| All | +85,874.8% | +277.8% | +85,597.0% | +17,189.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling