+17.1%
NXPI vs FN
+289.0%
-271.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.1% | -1.9% | +0.2% |
| 7D | +1.9% | -1.7% | +3.6% | +2.4% |
| 30D | -1.4% | -22.0% | +20.6% | +5.4% |
| 3M | -29.1% | -43.0% | +14.0% | -16.6% |
| 6M | +6.2% | -27.7% | +34.0% | +12.6% |
| YTD | +5.9% | -10.5% | +16.4% | +2.3% |
| 1Y | +2.9% | +12.5% | -9.6% | -10.1% |
| 3Y | +14.5% | +153.8% | -139.3% | -34.0% |
| All | +17.1% | +289.0% | -271.9% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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