+240.0%
UPS vs NVMI
+1,976.9%
-1,737.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.2% |
| 7D | -3.7% | +6.9% | -10.6% | -4.1% |
| 30D | -3.7% | -2.8% | -0.9% | -3.6% |
| 3M | -6.6% | -27.3% | +20.8% | -5.1% |
| 6M | +2.6% | -13.7% | +16.2% | +2.9% |
| YTD | +4.8% | +13.8% | -9.1% | +3.4% |
| 1Y | +25.3% | +34.9% | -9.6% | +22.2% |
| 3Y | -26.9% | +213.5% | -240.4% | -32.8% |
| 5Y | -33.5% | +272.5% | -306.0% | -39.8% |
| 10Y | +36.1% | +3,142.4% | -3,106.3% | +12.4% |
| All | +240.0% | +1,976.9% | -1,737.0% | +141.4% |
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 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