+1,747.1%
NXPI vs FERG
+1,420.8%
+326.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.3% | -1.1% | +0.7% |
| 7D | +1.9% | 0.0% | +1.9% | +1.9% |
| 30D | -1.4% | -10.2% | +8.7% | +1.0% |
| 3M | -29.1% | -0.6% | -28.5% | -29.1% |
| 6M | +6.2% | -6.5% | +12.7% | +7.6% |
| YTD | +5.9% | +4.2% | +1.7% | +4.6% |
| 1Y | +2.9% | -2.3% | +5.1% | +3.0% |
| 3Y | +14.5% | +48.5% | -34.0% | +4.9% |
| 5Y | +17.1% | +72.0% | -55.0% | +3.8% |
| 10Y | +193.4% | +369.9% | -176.5% | +139.6% |
| All | +1,747.1% | +1,420.8% | +326.3% | +1,364.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 FERG 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