+1,818.3%
NXPI vs NTRS
+485.8%
+1,332.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.1% | +3.4% | +3.8% |
| 7D | +3.9% | +1.4% | +2.5% | +2.9% |
| 30D | +1.4% | -0.7% | +2.0% | +1.8% |
| 3M | -21.5% | +11.3% | -32.8% | -27.4% |
| 6M | +19.4% | +35.5% | -16.1% | -3.9% |
| YTD | +9.9% | +40.6% | -30.6% | -14.2% |
| 1Y | +7.9% | +49.2% | -41.3% | -19.3% |
| 3Y | +22.7% | +167.2% | -144.5% | -39.3% |
| 5Y | +22.1% | +94.9% | -72.9% | -27.4% |
| 10Y | +229.9% | +259.5% | -29.5% | +9.1% |
| All | +1,818.3% | +485.8% | +1,332.5% | +269.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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