+138.2%
IBM vs NXPI
+21.7%
+116.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.4% | -1.0% |
| 7D | -5.0% | -4.4% | -0.6% | -4.5% |
| 30D | +11.1% | +5.6% | +5.5% | +10.4% |
| 3M | +5.7% | +7.6% | -1.9% | +4.8% |
| 6M | +10.1% | -17.6% | +27.7% | +11.3% |
| YTD | -15.6% | +15.9% | -31.5% | -19.8% |
| 1Y | -19.5% | +22.4% | -41.9% | -24.3% |
| 3Y | +80.4% | +43.2% | +37.2% | +60.0% |
| All | +138.2% | +21.7% | +116.5% | +106.1% |
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