+20.6%
NXPI vs SNY
+9.4%
+11.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.1% | +4.4% | +4.5% |
| 7D | +3.9% | -3.3% | +7.2% | +4.6% |
| 30D | +1.4% | -2.2% | +3.5% | +1.8% |
| 3M | -21.5% | -3.0% | -18.5% | -21.2% |
| 6M | +19.4% | +2.7% | +16.7% | +18.1% |
| YTD | +9.9% | -6.8% | +16.8% | +11.4% |
| 1Y | +7.9% | -5.3% | +13.2% | +8.6% |
| 3Y | +22.7% | -9.8% | +32.5% | +24.2% |
| All | +20.6% | +9.4% | +11.1% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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