+1,747.1%
NXPI vs EMB
+85.4%
+1,661.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.2% | +1.2% |
| 7D | +1.9% | 0.0% | +1.9% | +1.9% |
| 30D | -1.4% | -0.3% | -1.1% | -0.9% |
| 3M | -29.1% | -0.4% | -28.6% | -28.3% |
| 6M | +6.2% | +0.1% | +6.1% | +6.4% |
| YTD | +5.9% | +1.6% | +4.3% | +3.6% |
| 1Y | +2.9% | +5.6% | -2.7% | -5.3% |
| 3Y | +14.5% | +29.8% | -15.3% | -23.0% |
| 5Y | +17.1% | +7.3% | +9.8% | +8.5% |
| 10Y | +193.4% | +30.4% | +162.9% | +109.9% |
| All | +1,747.1% | +85.4% | +1,661.7% | +684.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling