+1,747.1%
NXPI vs COP
+434.1%
+1,313.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.3% | +1.7% |
| 7D | +1.9% | +3.0% | -1.1% | +0.6% |
| 30D | -1.4% | +17.5% | -18.9% | -8.0% |
| 3M | -29.1% | +13.4% | -42.4% | -33.4% |
| 6M | +6.2% | +17.7% | -11.5% | -2.6% |
| YTD | +5.9% | +46.6% | -40.7% | -12.2% |
| 1Y | +2.9% | +44.6% | -41.7% | -14.6% |
| 3Y | +14.5% | +20.7% | -6.2% | +0.7% |
| 5Y | +17.1% | +185.0% | -168.0% | -34.6% |
| 10Y | +193.4% | +347.0% | -153.6% | +9.5% |
| All | +1,747.1% | +434.1% | +1,313.0% | +352.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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