+277.6%
UNP vs NVMI
+3,158.6%
-2,881.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.7% |
| 7D | -1.8% | -0.1% | -1.7% | -1.8% |
| 30D | -2.7% | -8.4% | +5.7% | -1.5% |
| 3M | +6.5% | -33.6% | +40.1% | +12.8% |
| 6M | +14.4% | -14.7% | +29.1% | +14.7% |
| YTD | +24.8% | +13.2% | +11.6% | +18.0% |
| 1Y | +34.4% | +29.0% | +5.4% | +22.9% |
| 3Y | +43.6% | +215.0% | -171.4% | +1.1% |
| 5Y | +53.2% | +268.6% | -215.3% | -1.3% |
| All | +277.6% | +3,158.6% | -2,881.0% | +61.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling