+132.6%
FCX vs NXPI
+2,148.8%
-2,016.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.3% | +1.6% | +3.4% |
| 7D | -1.0% | -0.3% | -0.7% | -0.8% |
| 30D | -15.2% | +12.7% | -27.9% | -19.9% |
| 3M | -10.3% | +7.5% | -17.7% | -13.7% |
| 6M | +1.6% | -12.3% | +13.9% | +6.8% |
| YTD | +23.9% | +19.7% | +4.2% | +8.8% |
| 1Y | +58.0% | +27.6% | +30.5% | +34.2% |
| 3Y | +94.6% | +50.0% | +44.6% | +47.5% |
| 5Y | +70.4% | +27.2% | +43.2% | +35.4% |
| 10Y | +430.7% | +200.5% | +230.1% | +181.7% |
| All | +132.6% | +2,148.8% | -2,016.2% | -39.2% |
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