-15.7%
NXPI vs USB
+9.6%
-25.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -2.1% | -5.7% | -6.9% |
| 7D | -8.1% | -1.5% | -6.6% | -7.4% |
| 30D | 0.0% | +4.3% | -4.3% | -1.2% |
| 3M | +6.2% | -6.1% | +12.3% | +7.4% |
| 6M | -15.7% | +9.4% | -25.1% | -16.3% |
| All | -15.7% | +9.6% | -25.3% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 6mo: compounded portfolio wealth divided by compounded USB 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…
6mo analysis · Full analysis span regression · 6 months rolling