+1,747.1%
NXPI vs BG
+219.5%
+1,527.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.4% | +1.8% |
| 7D | +1.9% | +2.8% | -0.9% | +0.5% |
| 30D | -1.4% | +12.0% | -13.5% | -7.0% |
| 3M | -29.1% | -7.7% | -21.4% | -26.9% |
| 6M | +6.2% | +4.5% | +1.7% | +2.1% |
| YTD | +5.9% | +35.7% | -29.8% | -10.7% |
| 1Y | +2.9% | +50.1% | -47.2% | -18.5% |
| 3Y | +14.5% | +12.6% | +1.9% | +1.7% |
| 5Y | +17.1% | +75.4% | -58.4% | -22.1% |
| 10Y | +193.4% | +150.5% | +42.9% | +38.2% |
| All | +1,747.1% | +219.5% | +1,527.6% | +598.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling