+34.7%
NXPI vs RF
+47.5%
-12.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.1% | -1.5% |
| 7D | +6.8% | +1.9% | +4.8% | +5.6% |
| 30D | +20.0% | +7.3% | +12.7% | +15.4% |
| 3M | +14.8% | -7.9% | +22.7% | +20.3% |
| 6M | -10.5% | +10.5% | -21.0% | -16.0% |
| YTD | +23.7% | +9.6% | +14.1% | +15.6% |
| 1Y | +34.1% | +20.3% | +13.8% | +18.6% |
| 3Y | +51.2% | +119.5% | -68.3% | -4.6% |
| All | +34.7% | +47.5% | -12.7% | +3.7% |
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