+1,747.1%
NXPI vs EFX
+572.6%
+1,174.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.4% | +7.6% | +4.8% |
| 7D | +1.9% | -8.6% | +10.5% | +6.8% |
| 30D | -1.4% | +0.1% | -1.5% | -2.2% |
| 3M | -29.1% | +3.8% | -32.9% | -32.8% |
| 6M | +6.2% | -13.5% | +19.7% | +10.7% |
| YTD | +5.9% | -17.7% | +23.5% | +11.9% |
| 1Y | +2.9% | -25.6% | +28.5% | +14.6% |
| 3Y | +14.5% | -12.1% | +26.6% | +10.3% |
| 5Y | +17.1% | -33.8% | +50.9% | +31.9% |
| 10Y | +193.4% | +45.1% | +148.2% | +74.5% |
| All | +1,747.1% | +572.6% | +1,174.5% | +109.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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