+18.4%
NXPI vs BAX
-29.9%
+48.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.2% | +1.0% |
| 7D | +1.9% | -1.1% | +3.1% | +2.2% |
| 30D | -1.4% | -5.5% | +4.0% | -0.1% |
| 3M | -29.1% | +33.5% | -62.6% | -35.1% |
| 6M | +6.2% | +35.9% | -29.6% | -3.8% |
| YTD | +5.9% | +35.4% | -29.5% | -5.0% |
| 1Y | +2.9% | +9.8% | -6.9% | -1.3% |
| All | +18.4% | -29.9% | +48.3% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 3y: compounded portfolio wealth divided by compounded BAX 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…
3y analysis · Full analysis span regression · 6 months rolling