+83.4%
JNJ vs NXPI
+16.4%
+67.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.3% |
| 7D | -4.3% | +0.7% | -5.0% | -4.3% |
| 30D | +3.0% | -4.2% | +7.2% | +3.0% |
| 3M | +12.2% | -20.4% | +32.7% | +12.2% |
| 6M | +10.5% | +12.5% | -2.0% | +9.6% |
| YTD | +30.8% | +5.2% | +25.5% | +29.8% |
| 1Y | +54.9% | +5.1% | +49.8% | +53.8% |
| 3Y | +80.7% | +17.7% | +63.0% | +76.8% |
| 5Y | +83.4% | +16.8% | +66.6% | +74.1% |
| All | +83.4% | +16.4% | +67.1% | +74.1% |
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