+223.9%
NXPI vs DGX
+255.3%
-31.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.7% | +2.8% | +3.8% |
| 7D | +3.9% | -0.9% | +4.7% | +4.3% |
| 30D | +1.4% | -1.2% | +2.5% | +1.9% |
| 3M | -21.5% | +15.8% | -37.3% | -26.8% |
| 6M | +19.4% | +18.2% | +1.2% | +9.6% |
| YTD | +9.9% | +37.2% | -27.3% | -6.1% |
| 1Y | +7.9% | +30.4% | -22.5% | -6.0% |
| 3Y | +22.7% | +96.7% | -74.0% | -14.9% |
| 5Y | +22.1% | +67.2% | -45.1% | -9.4% |
| All | +223.9% | +255.3% | -31.4% | +75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 10y: compounded portfolio wealth divided by compounded DGX 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…
10y analysis · Full analysis span regression · 6 months rolling