+1,710.4%
NXPI vs DGX
+560.3%
+1,150.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -2.3% | -2.2% | 0.0% | -1.1% |
| 30D | -4.3% | -0.9% | -3.4% | -3.9% |
| 3M | -24.7% | +15.6% | -40.2% | -30.7% |
| 6M | +9.7% | +17.8% | -8.1% | -0.8% |
| YTD | +3.8% | +37.5% | -33.7% | -13.9% |
| 1Y | +1.6% | +31.2% | -29.5% | -14.0% |
| 3Y | +16.0% | +96.6% | -80.6% | -24.1% |
| 5Y | +16.1% | +64.9% | -48.8% | -17.3% |
| 10Y | +211.4% | +254.6% | -43.2% | +27.3% |
| All | +1,710.4% | +560.3% | +1,150.2% | +347.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling