+31.9%
NXPI vs RUN
-53.7%
+85.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.4% | +0.7% |
| 7D | +5.3% | +18.5% | -13.2% | +3.1% |
| 30D | +9.5% | +15.5% | -6.0% | +7.4% |
| 3M | +12.0% | -20.3% | +32.3% | +13.9% |
| 6M | -8.1% | -30.8% | +22.7% | -5.3% |
| YTD | +23.7% | -52.2% | +75.9% | +29.4% |
| 1Y | +31.9% | -53.9% | +85.8% | +38.2% |
| All | +31.9% | -53.7% | +85.7% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 1y: compounded portfolio wealth divided by compounded RUN 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…
1y analysis · Full analysis span regression · 6 months rolling