+13.0%
UDR vs NVMI
-11.6%
+24.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.4% | +6.0% | +3.5% |
| 7D | +7.2% | -11.8% | +19.0% | +6.8% |
| 30D | +10.5% | -24.8% | +35.3% | +9.5% |
| 3M | -2.3% | -28.6% | +26.3% | -3.2% |
| 6M | +4.0% | -40.0% | +44.0% | +2.7% |
| YTD | +5.6% | -10.1% | +15.7% | +4.3% |
| 1Y | +13.0% | -9.8% | +22.8% | +11.8% |
| All | +13.0% | -11.6% | +24.6% | +11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling