+2,030.0%
NXPI vs EMR
+417.5%
+1,612.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.9% |
| 7D | -0.5% | +0.7% | -1.2% | -0.9% |
| 30D | +15.0% | +3.5% | +11.4% | +12.0% |
| 3M | +12.6% | +5.9% | +6.6% | +7.5% |
| 6M | -10.6% | +19.4% | -30.0% | -22.5% |
| YTD | +22.1% | +27.7% | -5.6% | -1.5% |
| 1Y | +29.8% | +30.9% | -1.1% | +2.5% |
| 3Y | +47.8% | +104.2% | -56.4% | -19.5% |
| 5Y | +33.9% | +89.6% | -55.8% | -23.0% |
| 10Y | +208.7% | +280.0% | -71.3% | -9.2% |
| All | +2,030.0% | +417.5% | +1,612.6% | +337.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling