+20.6%
NXPI vs JHX
-27.7%
+48.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.0% | +3.5% | +4.2% |
| 7D | +3.9% | -6.3% | +10.2% | +6.0% |
| 30D | +1.4% | -7.7% | +9.1% | +3.9% |
| 3M | -21.5% | +19.2% | -40.7% | -26.4% |
| 6M | +19.4% | +38.3% | -18.9% | +5.2% |
| YTD | +9.9% | +37.2% | -27.3% | -2.8% |
| 1Y | +7.9% | +42.3% | -34.4% | -6.7% |
| 3Y | +22.7% | -4.4% | +27.1% | +8.5% |
| All | +20.6% | -27.7% | +48.2% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 JHX 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