+634.0%
JNJ vs NXPI
+1,889.2%
-1,255.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.2% |
| 7D | +2.7% | +1.9% | +0.8% | +2.5% |
| 30D | +7.4% | -1.4% | +8.8% | +7.5% |
| 3M | +21.2% | -29.1% | +50.3% | +24.2% |
| 6M | +13.4% | +6.2% | +7.2% | +11.7% |
| YTD | +35.1% | +5.9% | +29.3% | +32.9% |
| 1Y | +57.4% | +2.9% | +54.6% | +55.0% |
| 3Y | +86.8% | +14.5% | +72.3% | +78.8% |
| 5Y | +80.8% | +17.1% | +63.7% | +69.7% |
| 10Y | +202.7% | +193.4% | +9.4% | +148.3% |
| All | +634.0% | +1,889.2% | -1,255.2% | +380.1% |
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