+34.7%
NXPI vs EMR
+87.8%
-53.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.8% |
| 7D | +6.8% | +2.8% | +3.9% | +4.4% |
| 30D | +20.0% | +3.7% | +16.4% | +16.9% |
| 3M | +14.8% | +2.0% | +12.8% | +13.0% |
| 6M | -10.5% | +22.1% | -32.6% | -23.5% |
| YTD | +23.7% | +27.2% | -3.5% | 0.0% |
| 1Y | +34.1% | +32.0% | +2.0% | +5.0% |
| 3Y | +51.2% | +103.3% | -52.0% | -19.4% |
| All | +34.7% | +87.8% | -53.0% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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