+61.0%
BMY vs NXPI
+217.4%
-156.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.2% |
| 7D | -6.4% | +0.7% | -7.0% | -6.4% |
| 30D | +0.2% | -4.2% | +4.4% | +0.6% |
| 3M | +16.0% | -20.4% | +36.4% | +18.2% |
| 6M | +8.3% | +12.5% | -4.2% | +5.3% |
| YTD | +22.2% | +5.2% | +17.0% | +19.5% |
| 1Y | +41.7% | +5.1% | +36.6% | +38.4% |
| 3Y | +20.7% | +17.7% | +3.0% | +13.7% |
| 5Y | +23.9% | +16.8% | +7.1% | +14.2% |
| All | +61.0% | +217.4% | -156.4% | +23.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling