+1,054.2%
NXPI vs FANG
+1,395.6%
-341.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.7% |
| 7D | -2.3% | -0.4% | -1.9% | -2.2% |
| 30D | -4.3% | +2.4% | -6.7% | -5.0% |
| 3M | -24.7% | +4.9% | -29.6% | -26.1% |
| 6M | +9.7% | +12.0% | -2.3% | +5.2% |
| YTD | +3.8% | +37.1% | -33.3% | -6.4% |
| 1Y | +1.6% | +52.3% | -50.6% | -11.2% |
| 3Y | +16.0% | +45.0% | -28.9% | +1.7% |
| 5Y | +16.1% | +231.0% | -214.9% | -21.1% |
| 10Y | +211.4% | +177.5% | +33.9% | +73.4% |
| All | +1,054.2% | +1,395.6% | -341.4% | +311.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling