+1,904.6%
NXPI vs BAH
+886.2%
+1,018.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.7% | +1.7% |
| 7D | +1.9% | -3.2% | +5.1% | +2.8% |
| 30D | -1.4% | +2.0% | -3.4% | -2.1% |
| 3M | -29.1% | -7.6% | -21.4% | -28.0% |
| 6M | +6.2% | -5.7% | +11.9% | +6.2% |
| YTD | +5.9% | -11.7% | +17.6% | +6.9% |
| 1Y | +2.9% | -27.4% | +30.3% | +10.0% |
| 3Y | +14.5% | -32.5% | +47.0% | +20.0% |
| 5Y | +17.1% | -3.3% | +20.4% | +5.4% |
| 10Y | +193.4% | +186.0% | +7.4% | +71.9% |
| All | +1,904.6% | +886.2% | +1,018.4% | +517.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling