+219.6%
NXPI vs XYZ
+638.9%
-419.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.5% |
| 7D | +1.9% | -1.0% | +2.9% | +2.1% |
| 30D | -1.4% | -1.7% | +0.3% | -1.2% |
| 3M | -29.1% | +16.7% | -45.8% | -32.7% |
| 6M | +6.2% | +26.9% | -20.6% | -2.4% |
| YTD | +5.9% | +27.1% | -21.3% | -4.0% |
| 1Y | +2.9% | +9.3% | -6.4% | -2.8% |
| 3Y | +14.5% | +42.3% | -27.8% | -6.0% |
| 5Y | +17.1% | -69.3% | +86.4% | +37.9% |
| 10Y | +193.4% | +586.8% | -393.4% | +55.5% |
| All | +219.6% | +638.9% | -419.4% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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