+7.6%
NXPI vs FIX
-40.9%
+48.5%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.4% | -3.9% | +0.3% |
| 7D | -4.4% | -17.5% | +13.1% | -1.3% |
| 30D | +5.6% | -41.6% | +47.1% | +16.5% |
| 3M | +7.6% | -40.6% | +48.2% | +17.8% |
| All | +7.6% | -40.9% | +48.5% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 3mo: compounded portfolio wealth divided by compounded FIX 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…
3mo analysis · Full analysis span regression · Available span rolling