+20.6%
NXPI vs BRO
+17.6%
+2.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.2% | +4.7% | +4.5% |
| 7D | +3.9% | -7.3% | +11.2% | +5.5% |
| 30D | +1.4% | -6.9% | +8.2% | +2.8% |
| 3M | -21.5% | +10.7% | -32.2% | -24.6% |
| 6M | +19.4% | -2.7% | +22.1% | +19.3% |
| YTD | +9.9% | -16.3% | +26.3% | +16.0% |
| 1Y | +7.9% | -29.1% | +37.0% | +21.9% |
| 3Y | +22.7% | -7.8% | +30.5% | +17.2% |
| All | +20.6% | +17.6% | +2.9% | -3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling