+15.2%
NXPI vs OTIS
-17.3%
+32.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.8% | +0.5% |
| 7D | -2.3% | -2.2% | -0.1% | -0.8% |
| 30D | -4.3% | -4.3% | 0.0% | -1.5% |
| 3M | -24.7% | -2.2% | -22.5% | -24.2% |
| 6M | +9.7% | -19.9% | +29.6% | +27.3% |
| YTD | +3.8% | -19.3% | +23.1% | +19.0% |
| 1Y | +1.6% | -19.6% | +21.2% | +16.2% |
| 3Y | +16.0% | -11.5% | +27.6% | +15.6% |
| All | +15.2% | -17.3% | +32.5% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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