+487.4%
BAC vs NXPI
+1,889.2%
-1,401.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.3% | -0.5% |
| 7D | +1.1% | +1.9% | -0.8% | +0.4% |
| 30D | -0.4% | -1.4% | +1.0% | 0.0% |
| 3M | +16.9% | -29.1% | +46.0% | +29.5% |
| 6M | +26.6% | +6.2% | +20.4% | +19.6% |
| YTD | +15.8% | +5.9% | +9.9% | +8.7% |
| 1Y | +27.2% | +2.9% | +24.3% | +19.8% |
| 3Y | +132.4% | +14.5% | +117.9% | +100.7% |
| 5Y | +72.6% | +17.1% | +55.5% | +41.7% |
| 10Y | +389.7% | +193.4% | +196.4% | +162.9% |
| All | +487.4% | +1,889.2% | -1,401.7% | +25.4% |
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