+115.8%
FCX vs NXPI
+20.7%
+95.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.5% | -4.7% | -2.3% |
| 7D | -2.3% | +3.9% | -6.1% | -4.2% |
| 30D | +2.7% | +1.4% | +1.3% | +1.8% |
| 3M | +7.4% | -21.5% | +28.9% | +19.7% |
| 6M | +16.0% | +19.4% | -3.4% | +1.9% |
| YTD | +40.9% | +9.9% | +31.0% | +28.4% |
| 1Y | +56.4% | +7.9% | +48.5% | +42.9% |
| 3Y | +84.2% | +22.7% | +61.5% | +47.9% |
| All | +115.8% | +20.7% | +95.0% | +59.9% |
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