+29.0%
UPS vs NVMI
+53.9%
-24.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.5% | -6.7% | -1.6% |
| 7D | -2.9% | +6.6% | -9.5% | -3.4% |
| 30D | -3.5% | -7.5% | +4.0% | -2.9% |
| 3M | -5.7% | -28.5% | +22.8% | -4.0% |
| 6M | -4.4% | -15.7% | +11.4% | -3.5% |
| YTD | +8.0% | +13.3% | -5.3% | +8.2% |
| 1Y | +29.0% | +48.3% | -19.2% | +26.0% |
| All | +29.0% | +53.9% | -24.8% | +26.0% |
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