+1,747.1%
NXPI vs EXEL
+1,822.1%
-75.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | +1.9% | +8.4% | -6.5% | +0.3% |
| 30D | -1.4% | +4.1% | -5.5% | -2.3% |
| 3M | -29.1% | +12.4% | -41.5% | -30.8% |
| 6M | +6.2% | +41.5% | -35.3% | -1.0% |
| YTD | +5.9% | +34.6% | -28.8% | -0.6% |
| 1Y | +2.9% | +57.9% | -55.0% | -6.6% |
| 3Y | +14.5% | +159.5% | -145.0% | -7.7% |
| 5Y | +17.1% | +198.5% | -181.4% | -9.4% |
| 10Y | +193.4% | +411.4% | -218.0% | +87.2% |
| All | +1,747.1% | +1,822.1% | -75.1% | +614.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling