+1,921.9%
NXPI vs ECL
+636.1%
+1,285.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +2.8% |
| 7D | -4.4% | -0.8% | -3.6% | -3.8% |
| 30D | +5.6% | +8.1% | -2.6% | -0.4% |
| 3M | +7.6% | +6.4% | +1.2% | +2.6% |
| 6M | -17.6% | +14.8% | -32.3% | -26.5% |
| YTD | +15.9% | +15.5% | +0.4% | +2.2% |
| 1Y | +22.4% | +20.1% | +2.3% | +4.3% |
| 3Y | +43.2% | +77.8% | -34.5% | -11.5% |
| 5Y | +21.4% | +37.9% | -16.5% | -10.4% |
| 10Y | +186.8% | +202.7% | -15.9% | -0.3% |
| All | +1,921.9% | +636.1% | +1,285.8% | +150.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling