+211.4%
NXPI vs BAH
+186.6%
+24.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.4% | -0.3% |
| 7D | -2.3% | -1.3% | -0.9% | -2.0% |
| 30D | -4.3% | -6.6% | +2.3% | -3.0% |
| 3M | -24.7% | -7.2% | -17.5% | -23.7% |
| 6M | +9.7% | -10.0% | +19.7% | +11.4% |
| YTD | +3.8% | -12.5% | +16.2% | +5.0% |
| 1Y | +1.6% | -27.9% | +29.5% | +8.0% |
| 3Y | +16.0% | -31.4% | +47.4% | +19.7% |
| 5Y | +16.1% | -3.2% | +19.3% | +5.1% |
| 10Y | +211.4% | +191.5% | +19.9% | +143.1% |
| All | +211.4% | +186.6% | +24.7% | +143.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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