+274.5%
UMC vs NVMI
+2,998.4%
-2,723.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +2.1% |
| 7D | +9.0% | -0.1% | +9.1% | +9.0% |
| 30D | +17.2% | -8.4% | +25.6% | +18.8% |
| 3M | +11.4% | -33.6% | +45.0% | +19.5% |
| 6M | +137.5% | -14.7% | +152.2% | +144.2% |
| YTD | +193.1% | +13.2% | +179.9% | +187.4% |
| 1Y | +240.3% | +29.0% | +211.3% | +226.1% |
| 3Y | +262.2% | +215.0% | +47.2% | +195.3% |
| 5Y | +143.1% | +268.6% | -125.4% | +94.2% |
| 10Y | +1,853.0% | +3,124.7% | -1,271.7% | +1,096.9% |
| All | +274.5% | +2,998.4% | -2,723.9% | +63.8% |
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 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