+20.6%
NXPI vs FANG
+232.6%
-212.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.2% | +4.7% | +4.5% |
| 7D | +3.9% | +2.9% | +1.0% | +3.0% |
| 30D | +1.4% | +2.6% | -1.2% | +0.5% |
| 3M | -21.5% | +7.6% | -29.1% | -23.7% |
| 6M | +19.4% | +17.3% | +2.1% | +12.2% |
| YTD | +9.9% | +38.7% | -28.7% | -2.8% |
| 1Y | +7.9% | +51.6% | -43.8% | -7.7% |
| 3Y | +22.7% | +50.0% | -27.3% | +3.7% |
| All | +20.6% | +232.6% | -212.0% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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