+12.3%
CVS vs NXPI
+32.3%
-20.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.0% | -2.5% | +0.3% |
| 7D | +12.0% | +1.7% | +10.3% | +11.7% |
| 30D | +2.8% | +19.7% | -16.9% | +0.8% |
| 3M | -3.6% | +14.5% | -18.1% | -5.1% |
| 6M | -1.6% | -11.2% | +9.6% | -1.0% |
| YTD | +16.3% | +25.8% | -9.5% | +11.9% |
| 1Y | +15.5% | +35.2% | -19.7% | +10.2% |
| 3Y | +48.1% | +52.3% | -4.1% | +35.6% |
| 5Y | +12.3% | +34.8% | -22.5% | +0.4% |
| All | +12.3% | +32.3% | -20.0% | +0.4% |
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 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