+17.7%
NXPI vs EMR
+62.8%
-45.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.4% |
| 7D | +0.7% | +3.1% | -2.4% | -1.6% |
| 30D | -6.6% | -3.5% | -3.1% | -4.3% |
| 3M | -25.4% | +9.8% | -35.2% | -30.9% |
| 6M | +11.9% | +10.8% | +1.1% | +2.3% |
| YTD | +4.0% | +15.9% | -11.9% | -9.6% |
| 1Y | +1.0% | +16.4% | -15.4% | -12.9% |
| 3Y | +16.3% | +62.1% | -45.8% | -24.8% |
| 5Y | +17.7% | +62.9% | -45.2% | -27.5% |
| All | +17.7% | +62.8% | -45.1% | -27.5% |
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