+16.1%
NXPI vs NSC
+44.1%
-28.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.6% |
| 7D | -2.3% | -2.0% | -0.2% | -1.0% |
| 30D | -4.3% | -3.2% | -1.1% | -2.6% |
| 3M | -24.7% | +3.9% | -28.6% | -26.9% |
| 6M | +9.7% | +7.8% | +2.0% | +3.3% |
| YTD | +3.8% | +13.4% | -9.6% | -5.5% |
| 1Y | +1.6% | +20.3% | -18.7% | -10.8% |
| 3Y | +16.0% | +76.1% | -60.0% | -22.4% |
| 5Y | +16.1% | +45.0% | -28.9% | -12.3% |
| All | +16.1% | +44.1% | -28.0% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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