+17.7%
NXPI vs EW
-28.5%
+46.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.5% | +1.8% | -0.5% |
| 7D | +0.7% | -4.4% | +5.1% | +2.2% |
| 30D | -6.6% | -3.3% | -3.3% | -5.6% |
| 3M | -25.4% | +1.0% | -26.4% | -26.0% |
| 6M | +11.9% | +6.2% | +5.7% | +8.6% |
| YTD | +4.0% | +1.7% | +2.3% | +2.5% |
| 1Y | +1.0% | +8.1% | -7.1% | -3.0% |
| 3Y | +16.3% | +17.1% | -0.8% | +2.2% |
| 5Y | +17.7% | -29.4% | +47.1% | +27.7% |
| All | +17.7% | -28.5% | +46.2% | +27.7% |
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