+20.6%
NXPI vs DGX
+66.8%
-46.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.7% | +2.8% | +4.0% |
| 7D | +3.9% | -0.9% | +4.7% | +4.1% |
| 30D | +1.4% | -1.2% | +2.5% | +1.7% |
| 3M | -21.5% | +15.8% | -37.3% | -25.3% |
| 6M | +19.4% | +18.2% | +1.2% | +12.4% |
| YTD | +9.9% | +37.2% | -27.3% | -2.4% |
| 1Y | +7.9% | +30.4% | -22.5% | -2.7% |
| 3Y | +22.7% | +96.7% | -74.0% | -9.3% |
| All | +20.6% | +66.8% | -46.2% | -9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling