+363.2%
BAC vs NXPI
+2,077.5%
-1,714.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.2% |
| 7D | -1.2% | -4.4% | +3.2% | +0.3% |
| 30D | -7.7% | +5.6% | -13.2% | -9.5% |
| 3M | -21.2% | +7.6% | -28.8% | -23.5% |
| 6M | -6.8% | -17.6% | +10.7% | -2.7% |
| YTD | -8.7% | +15.9% | -24.6% | -17.2% |
| 1Y | -5.3% | +22.4% | -27.7% | -15.9% |
| 3Y | +87.4% | +43.2% | +44.2% | +49.2% |
| 5Y | +18.9% | +21.4% | -2.5% | -3.5% |
| 10Y | +273.3% | +186.8% | +86.5% | +103.3% |
| All | +363.2% | +2,077.5% | -1,714.3% | -4.5% |
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