+34.4%
UNP vs NVMI
+32.8%
+1.7%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.5% |
| 7D | -1.8% | -0.1% | -1.7% | -1.8% |
| 30D | -2.7% | -8.4% | +5.7% | -2.7% |
| 3M | +6.5% | -33.6% | +40.1% | +6.7% |
| 6M | +14.4% | -14.7% | +29.1% | +13.8% |
| YTD | +24.8% | +13.2% | +11.6% | +23.6% |
| 1Y | +34.4% | +29.0% | +5.4% | +30.5% |
| All | +34.4% | +32.8% | +1.7% | +30.5% |
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