+17.7%
NXPI vs EMB
+7.3%
+10.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.5% |
| 7D | +0.7% | +0.3% | +0.4% | +0.2% |
| 30D | -6.6% | -0.5% | -6.1% | -5.8% |
| 3M | -25.4% | +0.3% | -25.7% | -25.6% |
| 6M | +11.9% | +1.2% | +10.8% | +10.2% |
| YTD | +4.0% | +1.5% | +2.6% | +2.0% |
| 1Y | +1.0% | +4.8% | -3.8% | -5.9% |
| 3Y | +16.3% | +30.4% | -14.0% | -21.2% |
| 5Y | +17.7% | +7.3% | +10.4% | +14.1% |
| All | +17.7% | +7.3% | +10.4% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 5y: compounded portfolio wealth divided by compounded EMB 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…
5y analysis · Full analysis span regression · 6 months rolling