+223.9%
NXPI vs BG
+166.7%
+57.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.7% | +6.2% | +5.2% |
| 7D | +3.9% | +3.1% | +0.7% | +2.5% |
| 30D | +1.4% | +10.2% | -8.9% | -2.9% |
| 3M | -21.5% | -1.7% | -19.9% | -21.5% |
| 6M | +19.4% | +1.0% | +18.4% | +17.2% |
| YTD | +9.9% | +39.9% | -30.0% | -6.4% |
| 1Y | +7.9% | +53.2% | -45.3% | -12.6% |
| 3Y | +22.7% | +16.3% | +6.4% | +9.5% |
| 5Y | +22.1% | +83.9% | -61.8% | -16.3% |
| All | +223.9% | +166.7% | +57.2% | +68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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