+2,058.7%
NXPI vs ELV
+899.7%
+1,159.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +6.8% | +1.0% | +5.8% | +6.3% |
| 30D | +20.0% | +0.4% | +19.7% | +19.7% |
| 3M | +14.8% | +8.4% | +6.4% | +10.7% |
| 6M | -10.5% | +8.4% | -18.9% | -14.6% |
| YTD | +23.7% | +24.4% | -0.6% | +10.7% |
| 1Y | +34.1% | +33.5% | +0.6% | +16.2% |
| 3Y | +51.2% | -2.1% | +53.3% | +42.2% |
| 5Y | +33.4% | +5.8% | +27.6% | +17.2% |
| 10Y | +209.2% | +268.9% | -59.7% | +26.4% |
| All | +2,058.7% | +899.7% | +1,159.1% | +325.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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