+144.1%
UMC vs NVMI
+261.9%
-117.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +1.7% |
| 7D | +9.0% | -0.1% | +9.1% | +9.1% |
| 30D | +17.2% | -8.4% | +25.6% | +21.3% |
| 3M | +11.4% | -33.6% | +45.0% | +32.3% |
| 6M | +137.5% | -14.7% | +152.2% | +153.0% |
| YTD | +193.1% | +13.2% | +179.9% | +176.2% |
| 1Y | +240.3% | +29.0% | +211.3% | +200.8% |
| 3Y | +262.2% | +215.0% | +47.2% | +77.2% |
| All | +144.1% | +261.9% | -117.8% | +8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling