+34.7%
NXPI vs COMP
-10.9%
+45.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.1% |
| 7D | +6.8% | 0.0% | +6.8% | +6.7% |
| 30D | +20.0% | +16.6% | +3.5% | +16.8% |
| 3M | +14.8% | -23.5% | +38.3% | +19.2% |
| 6M | -10.5% | +25.7% | -36.2% | -14.9% |
| YTD | +23.7% | -3.4% | +27.1% | +20.6% |
| 1Y | +34.1% | +7.6% | +26.5% | +28.1% |
| 3Y | +51.2% | +423.6% | -372.4% | +6.2% |
| All | +34.7% | -10.9% | +45.6% | +16.5% |
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