+229.9%
IBM vs NXPI
+1,889.2%
-1,659.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.1% |
| 7D | -0.3% | +1.9% | -2.2% | -0.6% |
| 30D | +0.3% | -1.4% | +1.7% | +0.5% |
| 3M | -21.6% | -29.1% | +7.4% | -17.5% |
| 6M | -4.7% | +6.2% | -10.9% | -8.3% |
| YTD | -19.1% | +5.9% | -25.0% | -22.3% |
| 1Y | -2.5% | +2.9% | -5.4% | -6.2% |
| 3Y | +74.2% | +14.5% | +59.7% | +59.8% |
| 5Y | +113.1% | +17.1% | +96.1% | +89.4% |
| 10Y | +133.5% | +193.4% | -59.8% | +66.1% |
| All | +229.9% | +1,889.2% | -1,659.3% | +67.6% |
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