+3,526.9%
YUM vs NVMI
+1,965.6%
+1,561.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -2.2% |
| 7D | -6.1% | -0.1% | -6.0% | -6.1% |
| 30D | -5.8% | -8.4% | +2.6% | -5.4% |
| 3M | -7.6% | -33.6% | +25.9% | -5.9% |
| 6M | -9.1% | -14.7% | +5.5% | -9.0% |
| YTD | -5.5% | +13.2% | -18.7% | -7.0% |
| 1Y | -3.7% | +29.0% | -32.7% | -6.2% |
| 3Y | +17.8% | +215.0% | -197.2% | +7.5% |
| 5Y | +19.3% | +268.6% | -249.3% | +7.2% |
| 10Y | +170.7% | +3,124.7% | -2,954.0% | +118.8% |
| All | +3,526.9% | +1,965.6% | +1,561.3% | +2,510.3% |
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