+1,747.1%
NXPI vs BHP
+225.2%
+1,521.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.5% |
| 7D | +1.9% | -2.9% | +4.8% | +3.7% |
| 30D | -1.4% | +3.4% | -4.8% | -3.6% |
| 3M | -29.1% | +4.1% | -33.1% | -30.9% |
| 6M | +6.2% | +20.6% | -14.4% | -5.9% |
| YTD | +5.9% | +56.1% | -50.2% | -19.9% |
| 1Y | +2.9% | +69.6% | -66.7% | -26.0% |
| 3Y | +14.5% | +78.8% | -64.3% | -21.1% |
| 5Y | +17.1% | +113.1% | -96.0% | -30.5% |
| 10Y | +193.4% | +505.9% | -312.5% | -12.7% |
| All | +1,747.1% | +225.2% | +1,521.9% | +769.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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