+3.8%
UDR vs NVMI
+203.1%
-199.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.7% |
| 7D | -3.4% | +3.8% | -7.2% | -3.5% |
| 30D | -5.4% | -7.6% | +2.1% | -5.2% |
| 3M | -10.0% | -28.0% | +18.0% | -9.2% |
| 6M | -2.5% | -15.3% | +12.8% | -2.9% |
| YTD | -1.1% | +11.5% | -12.6% | -3.1% |
| 1Y | -3.9% | +31.6% | -35.5% | -7.1% |
| All | +3.8% | +203.1% | -199.3% | -17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling