+41.6%
NXPI vs COMP
-52.8%
+94.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.5% |
| 7D | +9.4% | +8.9% | +0.5% | +7.7% |
| 30D | +18.1% | +14.0% | +4.1% | +15.4% |
| 3M | +15.0% | -21.1% | +36.2% | +18.7% |
| 6M | -8.4% | +20.1% | -28.5% | -12.3% |
| YTD | +24.8% | -5.0% | +29.8% | +21.9% |
| 1Y | +33.3% | +5.7% | +27.6% | +27.8% |
| 3Y | +51.0% | +412.2% | -361.2% | +7.1% |
| 5Y | +34.5% | -12.1% | +46.6% | +14.2% |
| All | +41.6% | -52.8% | +94.3% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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