+273.4%
PFE vs NXPI
+2,077.5%
-1,804.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -1.8% |
| 7D | -3.7% | -4.4% | +0.7% | -3.2% |
| 30D | +5.0% | +5.6% | -0.6% | +4.2% |
| 3M | +12.2% | +7.6% | +4.6% | +10.9% |
| 6M | +14.6% | -17.6% | +32.1% | +16.4% |
| YTD | +24.1% | +15.9% | +8.2% | +19.8% |
| 1Y | +26.6% | +22.4% | +4.2% | +21.2% |
| 3Y | +14.3% | +43.2% | -28.9% | +5.1% |
| 5Y | -21.9% | +21.4% | -43.3% | -28.1% |
| 10Y | +62.6% | +186.8% | -124.2% | +27.7% |
| All | +273.4% | +2,077.5% | -1,804.1% | +112.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NXPI.
Daily Out/Under-Performance
Portfolio return minus NXPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXPI 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 NXPI 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