+1,747.1%
NXPI vs EXC
+175.4%
+1,571.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.3% | +1.7% |
| 7D | +1.9% | +0.3% | +1.6% | +1.8% |
| 30D | -1.4% | -3.7% | +2.3% | 0.0% |
| 3M | -29.1% | -1.3% | -27.8% | -29.1% |
| 6M | +6.2% | -9.7% | +15.9% | +9.7% |
| YTD | +5.9% | +2.9% | +3.0% | +3.3% |
| 1Y | +2.9% | +4.4% | -1.5% | -0.7% |
| 3Y | +14.5% | +22.2% | -7.7% | -0.4% |
| 5Y | +17.1% | +46.7% | -29.7% | -8.3% |
| 10Y | +193.4% | +155.3% | +38.0% | +78.2% |
| All | +1,747.1% | +175.4% | +1,571.7% | +908.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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