+1,921.9%
NXPI vs COO
+524.3%
+1,397.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +2.6% |
| 7D | -4.4% | +4.7% | -9.1% | -6.9% |
| 30D | +5.6% | +13.9% | -8.3% | -2.1% |
| 3M | +7.6% | -14.9% | +22.6% | +15.6% |
| 6M | -17.6% | +2.0% | -19.6% | -22.1% |
| YTD | +15.9% | -23.9% | +39.8% | +30.2% |
| 1Y | +22.4% | -9.6% | +32.0% | +23.1% |
| 3Y | +43.2% | -25.4% | +68.7% | +54.3% |
| 5Y | +21.4% | -41.2% | +62.6% | +49.4% |
| 10Y | +186.8% | +42.1% | +144.7% | +100.9% |
| All | +1,921.9% | +524.3% | +1,397.6% | +521.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling