+245.8%
IBM vs NXPI
+2,193.8%
-1,948.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.3% |
| 7D | -1.5% | -0.5% | -1.1% | -1.5% |
| 30D | +8.4% | +15.0% | -6.6% | +5.8% |
| 3M | +4.2% | +12.6% | -8.4% | +1.9% |
| 6M | +7.9% | -10.6% | +18.5% | +8.5% |
| YTD | -15.2% | +22.1% | -37.3% | -20.6% |
| 1Y | -18.7% | +29.8% | -48.5% | -25.0% |
| 3Y | +79.2% | +47.8% | +31.4% | +56.9% |
| 5Y | +144.7% | +33.9% | +110.9% | +112.6% |
| 10Y | +141.6% | +208.7% | -67.1% | +70.1% |
| All | +245.8% | +2,193.8% | -1,948.1% | +71.1% |
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 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