+198.4%
NXPI vs Z
+10.9%
+187.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.8% | -0.5% | +2.3% |
| 7D | -0.3% | -5.2% | +4.8% | +1.0% |
| 30D | +12.7% | +5.7% | +7.0% | +10.4% |
| 3M | +7.5% | -8.7% | +16.2% | +8.8% |
| 6M | -12.3% | -26.0% | +13.7% | -7.1% |
| YTD | +19.7% | -55.0% | +74.7% | +43.6% |
| 1Y | +27.6% | -58.0% | +85.6% | +55.7% |
| 3Y | +50.0% | -15.2% | +65.1% | +44.2% |
| 5Y | +27.2% | -53.8% | +81.0% | +36.6% |
| 10Y | +200.5% | -14.5% | +215.0% | +138.4% |
| All | +198.4% | +10.9% | +187.5% | +110.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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