+1,818.3%
NXPI vs VRSK
+552.8%
+1,265.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.2% | +4.3% | +4.4% |
| 7D | +3.9% | -5.2% | +9.0% | +6.8% |
| 30D | +1.4% | -2.3% | +3.7% | +2.1% |
| 3M | -21.5% | -2.9% | -18.6% | -22.3% |
| 6M | +19.4% | -12.8% | +32.2% | +24.6% |
| YTD | +9.9% | -20.8% | +30.8% | +20.4% |
| 1Y | +7.9% | -33.2% | +41.1% | +30.1% |
| 3Y | +22.7% | -26.6% | +49.3% | +33.2% |
| 5Y | +22.1% | -11.3% | +33.4% | +14.1% |
| 10Y | +229.9% | +126.1% | +103.8% | +57.8% |
| All | +1,818.3% | +552.8% | +1,265.5% | +260.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 all: compounded portfolio wealth divided by compounded VRSK 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…
all analysis · Full analysis span regression · 6 months rolling