+1,205.4%
UDR vs NVMI
+1,933.5%
-728.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.6% |
| 7D | -3.4% | +3.8% | -7.2% | -3.6% |
| 30D | -5.4% | -7.6% | +2.1% | -5.0% |
| 3M | -10.0% | -28.0% | +18.0% | -8.3% |
| 6M | -2.5% | -15.3% | +12.8% | -2.3% |
| YTD | -1.1% | +11.5% | -12.6% | -3.1% |
| 1Y | -3.9% | +31.6% | -35.5% | -7.2% |
| 3Y | +3.4% | +207.0% | -203.5% | -8.1% |
| 5Y | -18.9% | +262.8% | -281.7% | -29.5% |
| 10Y | +46.8% | +3,074.6% | -3,027.8% | +8.3% |
| All | +1,205.4% | +1,933.5% | -728.1% | +702.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling