+4,545.1%
LLY vs NXPI
+1,889.2%
+2,655.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.1% | -1.0% |
| 7D | -2.1% | +1.9% | -4.1% | -2.4% |
| 30D | -1.6% | -1.4% | -0.2% | -1.5% |
| 3M | +2.3% | -29.1% | +31.3% | +5.8% |
| 6M | +14.9% | +6.2% | +8.7% | +12.6% |
| YTD | +7.5% | +5.9% | +1.6% | +5.2% |
| 1Y | +55.7% | +2.9% | +52.8% | +52.6% |
| 3Y | +110.6% | +14.5% | +96.1% | +100.9% |
| 5Y | +363.4% | +17.1% | +346.4% | +333.6% |
| 10Y | +1,649.0% | +193.4% | +1,455.6% | +1,319.1% |
| All | +4,545.1% | +1,889.2% | +2,655.9% | +2,778.4% |
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 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