+216.5%
QCOM vs NXPI
+185.6%
+30.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.6% | +3.9% | +4.6% |
| 7D | +0.4% | -4.4% | +4.7% | +3.4% |
| 30D | -6.6% | +5.6% | -12.2% | -9.4% |
| 3M | +3.7% | +7.6% | -3.9% | -0.7% |
| 6M | -13.3% | -17.6% | +4.2% | -1.6% |
| YTD | -1.8% | +15.9% | -17.7% | -11.9% |
| 1Y | -2.5% | +22.4% | -24.9% | -15.7% |
| 3Y | +47.0% | +43.2% | +3.7% | +13.6% |
| 5Y | +13.1% | +21.4% | -8.3% | -5.2% |
| All | +216.5% | +185.6% | +30.9% | +25.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling