+2,166.2%
NXPI vs BAH
+1,074.5%
+1,091.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.6% | +1.7% | +2.8% |
| 7D | -0.3% | -1.5% | +1.2% | 0.0% |
| 30D | +12.7% | +17.3% | -4.6% | +7.6% |
| 3M | +7.5% | +14.9% | -7.4% | +2.7% |
| 6M | -12.3% | +14.2% | -26.6% | -16.9% |
| YTD | +19.7% | +5.1% | +14.6% | +14.5% |
| 1Y | +27.6% | +2.1% | +25.5% | +22.9% |
| 3Y | +50.0% | -26.0% | +75.9% | +53.7% |
| 5Y | +27.2% | +9.0% | +18.2% | +11.1% |
| 10Y | +200.5% | +208.8% | -8.3% | +74.0% |
| All | +2,166.2% | +1,074.5% | +1,091.7% | +561.3% |
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