+15.8%
NXPI vs COO
-23.4%
+39.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.7% |
| 7D | +1.9% | -2.2% | +4.1% | +2.5% |
| 30D | -1.4% | -7.0% | +5.6% | +0.5% |
| 3M | -29.1% | +12.2% | -41.3% | -32.6% |
| 6M | +6.2% | -15.1% | +21.3% | +13.3% |
| YTD | +5.9% | -15.1% | +21.0% | +12.9% |
| 1Y | +2.9% | +2.3% | +0.5% | +1.1% |
| All | +15.8% | -23.4% | +39.2% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 3y: compounded portfolio wealth divided by compounded COO 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…
3y analysis · Full analysis span regression · 6 months rolling