+100.9%
JNJ vs NXPI
+31.5%
+69.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.8% |
| 7D | +3.5% | +6.8% | -3.3% | +3.4% |
| 30D | +12.5% | +20.0% | -7.5% | +12.5% |
| 3M | +9.6% | +14.8% | -5.3% | +9.6% |
| 6M | +25.3% | -10.5% | +35.8% | +25.3% |
| YTD | +40.3% | +23.7% | +16.6% | +39.3% |
| 1Y | +49.6% | +34.1% | +15.6% | +48.4% |
| 3Y | +110.8% | +51.2% | +59.5% | +105.5% |
| All | +100.9% | +31.5% | +69.4% | +92.4% |
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