+538.4%
CSCO vs NXPI
+2,193.8%
-1,655.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -1.0% |
| 7D | -4.7% | -0.5% | -4.2% | -4.5% |
| 30D | -17.1% | +15.0% | -32.1% | -20.0% |
| 3M | -19.6% | +12.6% | -32.2% | -22.1% |
| 6M | +2.4% | -10.6% | +13.0% | +4.4% |
| YTD | +29.8% | +22.1% | +7.7% | +20.6% |
| 1Y | +38.7% | +29.8% | +8.9% | +26.7% |
| 3Y | +101.3% | +47.8% | +53.6% | +71.2% |
| 5Y | +94.8% | +33.9% | +61.0% | +65.4% |
| 10Y | +324.2% | +208.7% | +115.5% | +174.0% |
| All | +538.4% | +2,193.8% | -1,655.4% | +142.6% |
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