+195.8%
NXPI vs B
+186.6%
+9.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.3% | -1.5% |
| 7D | +0.7% | +2.3% | -1.7% | +0.2% |
| 30D | -6.6% | +1.4% | -8.0% | -7.0% |
| 3M | -25.4% | +12.2% | -37.6% | -27.2% |
| 6M | +11.9% | -2.1% | +14.0% | +11.6% |
| YTD | +4.0% | +2.9% | +1.1% | +2.6% |
| 1Y | +1.0% | +55.3% | -54.3% | -7.7% |
| 3Y | +16.3% | +198.7% | -182.4% | -6.1% |
| 5Y | +17.7% | +153.8% | -136.1% | -4.6% |
| 10Y | +195.8% | +193.4% | +2.4% | +136.0% |
| All | +195.8% | +186.6% | +9.3% | +136.0% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 10y: compounded portfolio wealth divided by compounded B 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…
10y analysis · Full analysis span regression · 6 months rolling