+33.9%
NXPI vs NTAP
+114.4%
-80.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -0.5% | -7.8% | +7.3% | +4.0% |
| 30D | +15.0% | -25.8% | +40.8% | +34.4% |
| 3M | +12.6% | -11.2% | +23.8% | +18.0% |
| 6M | -10.6% | +49.9% | -60.5% | -35.0% |
| YTD | +22.1% | +66.9% | -44.8% | -18.8% |
| 1Y | +29.8% | +58.8% | -29.1% | -10.6% |
| 3Y | +47.8% | +140.8% | -93.1% | -29.8% |
| 5Y | +33.9% | +115.0% | -81.1% | -31.5% |
| All | +33.9% | +114.4% | -80.6% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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