+195.8%
NXPI vs ECL
+153.2%
+42.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.5% |
| 7D | +0.7% | -0.8% | +1.4% | +1.2% |
| 30D | -6.6% | -2.5% | -4.1% | -5.2% |
| 3M | -25.4% | +8.3% | -33.7% | -29.9% |
| 6M | +11.9% | -1.1% | +13.0% | +11.1% |
| YTD | +4.0% | +6.5% | -2.5% | -1.7% |
| 1Y | +1.0% | +2.1% | -1.0% | -2.1% |
| 3Y | +16.3% | +57.6% | -41.3% | -17.3% |
| 5Y | +17.7% | +28.1% | -10.3% | -5.5% |
| 10Y | +195.8% | +153.2% | +42.6% | +82.2% |
| All | +195.8% | +153.2% | +42.6% | +82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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