+29.5%
NXPI vs COMP
-56.6%
+86.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -8.2% | +0.4% | -6.5% |
| 7D | -8.1% | -1.8% | -6.3% | -7.9% |
| 30D | 0.0% | -0.8% | +0.8% | 0.0% |
| 3M | +6.2% | -28.1% | +34.4% | +11.4% |
| 6M | -15.7% | +27.0% | -42.7% | -20.2% |
| YTD | +14.1% | -12.8% | +26.9% | +13.2% |
| 1Y | +18.2% | +4.9% | +13.3% | +13.5% |
| 3Y | +42.0% | +321.0% | -279.0% | +3.9% |
| 5Y | +19.5% | -25.6% | +45.1% | +4.0% |
| All | +29.5% | -56.6% | +86.1% | +12.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling