+164.0%
NXPI vs Z
+25.1%
+138.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.8% |
| 7D | +1.9% | -3.0% | +4.9% | +2.7% |
| 30D | -1.4% | -4.2% | +2.8% | -0.8% |
| 3M | -29.1% | -3.7% | -25.3% | -29.3% |
| 6M | +6.2% | -24.5% | +30.7% | +12.3% |
| YTD | +5.9% | -49.3% | +55.2% | +24.1% |
| 1Y | +2.9% | -58.7% | +61.6% | +27.2% |
| 3Y | +14.5% | -34.1% | +48.6% | +19.2% |
| 5Y | +17.1% | -64.5% | +81.6% | +33.5% |
| 10Y | +193.4% | -0.5% | +193.8% | +125.1% |
| All | +164.0% | +25.1% | +138.9% | +82.1% |
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