-75.5%
NKE vs NXPI
+16.4%
-91.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -2.4% |
| 7D | -5.5% | +0.7% | -6.2% | -5.8% |
| 30D | -10.4% | -4.2% | -6.2% | -9.3% |
| 3M | -15.8% | -20.4% | +4.6% | -10.4% |
| 6M | -33.4% | +12.5% | -45.9% | -39.2% |
| YTD | -41.0% | +5.2% | -46.2% | -45.0% |
| 1Y | -49.1% | +5.1% | -54.2% | -52.9% |
| 3Y | -59.8% | +17.7% | -77.5% | -67.1% |
| 5Y | -75.5% | +16.8% | -92.3% | -81.2% |
| All | -75.5% | +16.4% | -91.8% | -81.2% |
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