+186.7%
NXPI vs FICO
+512.2%
-325.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | -4.4% | -0.9% | -3.4% | -4.1% |
| 30D | +5.6% | +3.3% | +2.2% | +2.8% |
| 3M | +7.6% | -31.7% | +39.3% | +18.2% |
| 6M | -17.6% | -34.0% | +16.4% | -11.7% |
| YTD | +15.9% | -58.3% | +74.2% | +49.3% |
| 1Y | +22.4% | -57.9% | +80.3% | +56.3% |
| 3Y | +43.2% | -24.1% | +67.3% | +22.5% |
| 5Y | +21.4% | +85.3% | -63.9% | -41.6% |
| All | +186.7% | +512.2% | -325.5% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 10y: compounded portfolio wealth divided by compounded FICO 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…
10y analysis · Full analysis span regression · 6 months rolling