+147.3%
IBM vs NXPI
+208.4%
-61.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.2% |
| 7D | +1.6% | +6.8% | -5.2% | +0.3% |
| 30D | +9.2% | +20.0% | -10.8% | +5.4% |
| 3M | +4.9% | +14.8% | -9.9% | +2.0% |
| 6M | +16.8% | -10.5% | +27.2% | +17.4% |
| YTD | -14.3% | +23.7% | -38.0% | -21.1% |
| 1Y | -16.7% | +34.1% | -50.8% | -24.9% |
| 3Y | +82.2% | +51.2% | +31.0% | +53.3% |
| 5Y | +149.9% | +33.4% | +116.5% | +109.4% |
| All | +147.3% | +208.4% | -61.1% | +45.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling