+15.8%
NXPI vs OMC
+9.5%
+6.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.2% | +0.9% |
| 7D | -2.3% | -4.2% | +2.0% | -0.9% |
| 30D | -4.3% | -7.5% | +3.2% | -2.0% |
| 3M | -24.7% | +4.6% | -29.3% | -26.9% |
| 6M | +9.7% | -4.8% | +14.6% | +10.6% |
| YTD | +3.8% | -1.0% | +4.8% | +2.4% |
| 1Y | +1.6% | +3.8% | -2.2% | -3.4% |
| All | +15.8% | +9.5% | +6.3% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 3y: compounded portfolio wealth divided by compounded OMC 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…
3y analysis · Full analysis span regression · 6 months rolling