+16.4%
NXPI vs OMC
+33.7%
-17.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -0.9% |
| 7D | +0.7% | -5.8% | +6.4% | +3.2% |
| 30D | -6.6% | -4.8% | -1.8% | -4.8% |
| 3M | -25.4% | +9.2% | -34.6% | -29.7% |
| 6M | +11.9% | -2.5% | +14.4% | +11.4% |
| YTD | +4.0% | +2.6% | +1.5% | -0.6% |
| 1Y | +1.0% | +5.9% | -4.9% | -6.3% |
| 3Y | +16.3% | +14.2% | +2.1% | -0.5% |
| All | +16.4% | +33.7% | -17.3% | -11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling