+5.1%
NXPI vs NOC
-7.7%
+12.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.8% | +1.5% |
| 7D | +0.7% | -1.8% | +2.4% | +0.4% |
| 30D | -4.2% | -9.4% | +5.3% | -5.2% |
| 3M | -20.4% | -3.8% | -16.6% | -20.5% |
| 6M | +12.5% | -28.8% | +41.3% | +12.2% |
| YTD | +5.2% | -7.9% | +13.1% | -1.6% |
| 1Y | +5.1% | -9.0% | +14.2% | -0.4% |
| All | +5.1% | -7.7% | +12.8% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 1y: compounded portfolio wealth divided by compounded NOC 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…
1y analysis · Full analysis span regression · 6 months rolling