+1,747.1%
NXPI vs COO
+596.7%
+1,150.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +2.1% |
| 7D | +1.9% | -2.2% | +4.1% | +3.2% |
| 30D | -1.4% | -7.0% | +5.6% | +2.5% |
| 3M | -29.1% | +12.2% | -41.3% | -35.1% |
| 6M | +6.2% | -15.1% | +21.3% | +14.1% |
| YTD | +5.9% | -15.1% | +21.0% | +13.8% |
| 1Y | +2.9% | +2.3% | +0.5% | -2.1% |
| 3Y | +14.5% | -23.7% | +38.2% | +24.3% |
| 5Y | +17.1% | -38.9% | +56.0% | +44.3% |
| 10Y | +193.4% | +49.9% | +143.4% | +103.2% |
| All | +1,747.1% | +596.7% | +1,150.4% | +442.9% |
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 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