+17.1%
NXPI vs ALB
-44.4%
+61.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.4% | +5.7% | +2.8% |
| 7D | +1.9% | -8.1% | +10.0% | +4.8% |
| 30D | -1.4% | +6.3% | -7.7% | -3.9% |
| 3M | -29.1% | -23.6% | -5.5% | -22.5% |
| 6M | +6.2% | -24.6% | +30.8% | +14.8% |
| YTD | +5.9% | -10.3% | +16.1% | +6.2% |
| 1Y | +2.9% | +61.5% | -58.6% | -19.0% |
| 3Y | +14.5% | -34.0% | +48.5% | +15.9% |
| All | +17.1% | -44.4% | +61.5% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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