+349.4%
CVS vs NXPI
+2,263.6%
-1,914.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.0% | -2.5% | +0.1% |
| 7D | +12.0% | +1.7% | +10.3% | +11.6% |
| 30D | +2.8% | +19.7% | -16.9% | -0.1% |
| 3M | -3.6% | +14.5% | -18.1% | -5.8% |
| 6M | -1.6% | -11.2% | +9.6% | -0.8% |
| YTD | +16.3% | +25.8% | -9.5% | +10.4% |
| 1Y | +15.5% | +35.2% | -19.7% | +8.3% |
| 3Y | +48.1% | +52.3% | -4.1% | +32.7% |
| 5Y | +12.3% | +34.8% | -22.5% | +0.2% |
| 10Y | +62.7% | +214.4% | -151.7% | +20.6% |
| All | +349.4% | +2,263.6% | -1,914.1% | +121.0% |
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