+1,747.1%
NXPI vs NOC
+1,236.8%
+510.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +2.1% |
| 7D | +1.9% | -5.2% | +7.1% | +3.7% |
| 30D | -1.4% | -7.2% | +5.8% | +0.9% |
| 3M | -29.1% | -5.1% | -23.9% | -28.3% |
| 6M | +6.2% | -31.1% | +37.3% | +19.6% |
| YTD | +5.9% | -8.6% | +14.5% | +6.7% |
| 1Y | +2.9% | -9.7% | +12.6% | +4.0% |
| 3Y | +14.5% | +24.3% | -9.8% | -2.1% |
| 5Y | +17.1% | +52.6% | -35.6% | -14.8% |
| 10Y | +193.4% | +183.6% | +9.8% | +21.5% |
| All | +1,747.1% | +1,236.8% | +510.3% | +54.7% |
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