+245.6%
IBM vs NXPI
+2,148.8%
-1,903.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.8% | -0.1% |
| 7D | -2.5% | -0.3% | -2.2% | -2.5% |
| 30D | +8.4% | +12.7% | -4.3% | +6.1% |
| 3M | +4.5% | +7.5% | -3.0% | +3.0% |
| 6M | +7.9% | -12.3% | +20.2% | +8.8% |
| YTD | -15.2% | +19.7% | -34.9% | -20.4% |
| 1Y | -17.6% | +27.6% | -45.1% | -23.7% |
| 3Y | +82.1% | +50.0% | +32.1% | +58.8% |
| 5Y | +143.3% | +27.2% | +116.2% | +113.4% |
| 10Y | +149.9% | +200.5% | -50.6% | +76.8% |
| All | +245.6% | +2,148.8% | -1,903.1% | +71.6% |
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