+114.0%
CSCO vs NXPI
+15.6%
+98.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.4% |
| 7D | -0.5% | +0.7% | -1.2% | -0.7% |
| 30D | -10.1% | -6.6% | -3.5% | -8.6% |
| 3M | -11.7% | -25.4% | +13.7% | -5.5% |
| 6M | +40.1% | +11.9% | +28.2% | +33.8% |
| YTD | +43.8% | +4.0% | +39.8% | +39.4% |
| 1Y | +66.6% | +1.0% | +65.6% | +62.1% |
| 3Y | +108.5% | +16.3% | +92.2% | +84.8% |
| 5Y | +114.0% | +17.7% | +96.3% | +79.9% |
| All | +114.0% | +15.6% | +98.4% | +79.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling