+33.3%
NXPI vs RUN
-57.8%
+91.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.1% | +5.2% | -0.2% |
| 7D | +9.4% | -13.7% | +23.0% | +10.9% |
| 30D | +18.1% | +9.4% | +8.7% | +16.0% |
| 3M | +15.0% | -13.4% | +28.4% | +15.7% |
| 6M | -8.4% | -39.6% | +31.1% | -5.1% |
| YTD | +24.8% | -53.7% | +78.5% | +30.6% |
| 1Y | +33.3% | -56.2% | +89.5% | +39.8% |
| All | +33.3% | -57.8% | +91.1% | +39.8% |
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