+158.5%
NKE vs NXPI
+1,854.5%
-1,696.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +1.0% | -0.3% |
| 7D | -0.1% | +0.7% | -0.7% | -0.2% |
| 30D | -7.7% | -6.6% | -1.1% | -6.1% |
| 3M | -10.9% | -25.4% | +14.5% | -4.8% |
| 6M | -31.9% | +11.9% | -43.8% | -35.8% |
| YTD | -38.6% | +4.0% | -42.6% | -41.2% |
| 1Y | -46.9% | +1.0% | -48.0% | -48.9% |
| 3Y | -58.2% | +16.3% | -74.5% | -62.4% |
| 5Y | -74.0% | +17.7% | -91.7% | -77.1% |
| 10Y | -21.6% | +195.8% | -217.4% | -46.2% |
| All | +158.5% | +1,854.5% | -1,696.1% | +24.1% |
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