+17.1%
NXPI vs BAH
-3.4%
+20.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.7% | +1.5% |
| 7D | +1.9% | -3.2% | +5.1% | +2.3% |
| 30D | -1.4% | +2.0% | -3.4% | -1.8% |
| 3M | -29.1% | -7.6% | -21.4% | -28.1% |
| 6M | +6.2% | -5.7% | +11.9% | +6.8% |
| YTD | +5.9% | -11.7% | +17.6% | +7.0% |
| 1Y | +2.9% | -27.4% | +30.3% | +8.2% |
| 3Y | +14.5% | -32.5% | +47.0% | +16.7% |
| All | +17.1% | -3.4% | +20.5% | +4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling