+1,988.1%
NXPI vs EXEL
+2,236.8%
-248.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.1% | +0.2% | +2.7% |
| 7D | -0.3% | +2.3% | -2.6% | -0.7% |
| 30D | +12.7% | +19.8% | -7.1% | +9.0% |
| 3M | +7.5% | +32.7% | -25.2% | +1.8% |
| 6M | -12.3% | +49.0% | -61.3% | -19.0% |
| YTD | +19.7% | +63.7% | -44.0% | +8.3% |
| 1Y | +27.6% | +75.8% | -48.2% | +13.8% |
| 3Y | +50.0% | +241.3% | -191.3% | +14.9% |
| 5Y | +27.2% | +289.0% | -261.9% | -6.0% |
| 10Y | +200.5% | +377.6% | -177.1% | +96.7% |
| All | +1,988.1% | +2,236.8% | -248.7% | +678.1% |
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