+22.0%
NXPI vs RF
+42.5%
-20.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +1.9% | +1.8% |
| 7D | -4.4% | -0.9% | -3.5% | -3.8% |
| 30D | +5.6% | +6.0% | -0.5% | +2.2% |
| 3M | +7.6% | -8.9% | +16.5% | +13.4% |
| 6M | -17.6% | +2.3% | -19.9% | -19.3% |
| YTD | +15.9% | +7.6% | +8.3% | +9.5% |
| 1Y | +22.4% | +21.2% | +1.2% | +7.8% |
| 3Y | +43.2% | +108.5% | -65.3% | -7.1% |
| All | +22.0% | +42.5% | -20.5% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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