+210.0%
NXPI vs EXEL
+386.3%
-176.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +3.0% | +1.7% |
| 7D | +0.7% | -2.9% | +3.5% | +1.2% |
| 30D | -4.2% | +11.9% | -16.1% | -6.3% |
| 3M | -20.4% | +9.2% | -29.6% | -21.9% |
| 6M | +12.5% | +39.1% | -26.6% | +5.2% |
| YTD | +5.2% | +31.0% | -25.8% | -0.7% |
| 1Y | +5.1% | +52.3% | -47.2% | -4.0% |
| 3Y | +17.7% | +159.7% | -142.1% | -5.5% |
| 5Y | +16.8% | +187.7% | -170.9% | -9.4% |
| All | +210.0% | +386.3% | -176.3% | +141.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling