+1,988.1%
NXPI vs ECL
+651.0%
+1,337.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.0% | +1.3% | +1.8% |
| 7D | -0.3% | -0.5% | +0.2% | +0.1% |
| 30D | +12.7% | +8.8% | +3.9% | +5.8% |
| 3M | +7.5% | +7.8% | -0.4% | +1.4% |
| 6M | -12.3% | +21.3% | -33.6% | -25.1% |
| YTD | +19.7% | +17.8% | +1.9% | +4.0% |
| 1Y | +27.6% | +21.1% | +6.5% | +8.2% |
| 3Y | +50.0% | +80.1% | -30.1% | -8.2% |
| 5Y | +27.2% | +40.5% | -13.3% | -7.4% |
| 10Y | +200.5% | +197.7% | +2.8% | +6.7% |
| All | +1,988.1% | +651.0% | +1,337.2% | +155.3% |
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