+529.4%
ABT vs NXPI
+1,889.2%
-1,359.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.6% |
| 7D | -3.7% | +1.9% | -5.6% | -3.9% |
| 30D | +2.5% | -1.4% | +3.9% | +2.6% |
| 3M | +20.2% | -29.1% | +49.2% | +25.2% |
| 6M | -2.9% | +6.2% | -9.1% | -5.5% |
| YTD | -11.9% | +5.9% | -17.8% | -14.5% |
| 1Y | -16.5% | +2.9% | -19.4% | -18.9% |
| 3Y | +12.1% | +14.5% | -2.4% | +4.1% |
| 5Y | -7.4% | +17.1% | -24.5% | -16.1% |
| 10Y | +210.7% | +193.4% | +17.3% | +136.5% |
| All | +529.4% | +1,889.2% | -1,359.7% | +288.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NXPI.
Daily Out/Under-Performance
Portfolio return minus NXPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXPI 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 NXPI 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