+2,058.7%
NXPI vs BG
+173.6%
+1,885.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.6% |
| 7D | +6.8% | +2.6% | +4.2% | +5.5% |
| 30D | +20.0% | -6.7% | +26.7% | +23.4% |
| 3M | +14.8% | -9.3% | +24.1% | +18.9% |
| 6M | -10.5% | -18.3% | +7.9% | -3.4% |
| YTD | +23.7% | +16.2% | +7.5% | +11.3% |
| 1Y | +34.1% | +7.6% | +26.5% | +25.0% |
| 3Y | +51.2% | +6.6% | +44.7% | +36.4% |
| 5Y | +33.4% | +22.2% | +11.2% | +6.7% |
| 10Y | +209.2% | +112.0% | +97.2% | +57.9% |
| All | +2,058.7% | +173.6% | +1,885.2% | +770.8% |
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