+27.2%
NXPI vs COMP
-13.7%
+40.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +5.7% | -2.4% | +2.4% |
| 7D | -0.3% | +14.5% | -14.9% | -2.6% |
| 30D | +12.7% | +14.9% | -2.2% | +10.0% |
| 3M | +7.5% | -14.2% | +21.7% | +9.5% |
| 6M | -12.3% | +23.7% | -36.1% | -16.4% |
| YTD | +19.7% | +2.1% | +17.6% | +15.7% |
| 1Y | +27.6% | +26.2% | +1.4% | +18.7% |
| 3Y | +50.0% | +470.9% | -420.9% | +4.0% |
| 5Y | +27.2% | -14.0% | +41.2% | +8.9% |
| All | +27.2% | -13.7% | +40.8% | +8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling