+1,747.1%
NXPI vs EMR
+372.0%
+1,375.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.5% | -0.1% |
| 7D | +1.9% | -1.5% | +3.4% | +3.1% |
| 30D | -1.4% | -5.6% | +4.2% | +2.8% |
| 3M | -29.1% | +7.9% | -37.0% | -33.5% |
| 6M | +6.2% | +6.0% | +0.2% | +0.2% |
| YTD | +5.9% | +16.4% | -10.6% | -8.4% |
| 1Y | +2.9% | +16.6% | -13.7% | -11.4% |
| 3Y | +14.5% | +62.9% | -48.4% | -25.8% |
| 5Y | +17.1% | +60.1% | -43.0% | -23.5% |
| 10Y | +193.4% | +268.7% | -75.4% | -13.1% |
| All | +1,747.1% | +372.0% | +1,375.1% | +307.1% |
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