+2,076.7%
NXPI vs NOC
+1,325.5%
+751.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | +9.4% | +4.5% | +4.8% | +7.8% |
| 30D | +18.1% | +14.1% | +4.0% | +13.0% |
| 3M | +15.0% | -4.5% | +19.5% | +16.3% |
| 6M | -8.4% | -0.8% | -7.7% | -9.1% |
| YTD | +24.8% | -2.5% | +27.3% | +22.8% |
| 1Y | +33.3% | -0.1% | +33.4% | +29.9% |
| 3Y | +51.0% | +24.6% | +26.4% | +30.4% |
| 5Y | +34.5% | +65.6% | -31.1% | -4.7% |
| 10Y | +211.8% | +160.5% | +51.3% | +44.4% |
| All | +2,076.7% | +1,325.5% | +751.2% | +78.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling