+115.0%
UMC vs NVMI
-11.6%
+126.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.4% | -0.8% |
| 7D | -14.7% | -11.8% | -2.9% | -8.9% |
| 30D | -32.9% | -24.8% | -8.0% | -22.6% |
| 3M | -22.2% | -28.6% | +6.4% | -8.3% |
| 6M | +25.9% | -40.0% | +65.9% | +62.6% |
| YTD | +107.9% | -10.1% | +118.0% | +144.5% |
| 1Y | +115.0% | -9.8% | +124.8% | +151.5% |
| All | +115.0% | -11.6% | +126.6% | +151.5% |
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