+223.9%
NXPI vs BRO
+294.2%
-70.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.2% | +4.7% | +4.6% |
| 7D | +3.9% | -7.3% | +11.2% | +7.3% |
| 30D | +1.4% | -6.9% | +8.2% | +4.3% |
| 3M | -21.5% | +10.7% | -32.2% | -26.9% |
| 6M | +19.4% | -2.7% | +22.1% | +17.4% |
| YTD | +9.9% | -16.3% | +26.3% | +16.5% |
| 1Y | +7.9% | -29.1% | +37.0% | +25.0% |
| 3Y | +22.7% | -7.8% | +30.5% | +15.1% |
| 5Y | +22.1% | +18.7% | +3.3% | -7.0% |
| All | +223.9% | +294.2% | -70.3% | +68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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