+22.0%
NXPI vs EW
-14.5%
+36.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.1% |
| 7D | -4.4% | +11.0% | -15.4% | -7.7% |
| 30D | +5.6% | +19.1% | -13.5% | -0.4% |
| 3M | +7.6% | +14.4% | -6.7% | +2.6% |
| 6M | -17.6% | +22.8% | -40.3% | -23.7% |
| YTD | +15.9% | +19.8% | -3.9% | +7.9% |
| 1Y | +22.4% | +23.9% | -1.5% | +12.4% |
| 3Y | +43.2% | +52.2% | -9.0% | +14.1% |
| All | +22.0% | -14.5% | +36.5% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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