+3.7%
NXPI vs RUN
-45.7%
+49.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.6% | +4.3% | +0.3% |
| 7D | -2.3% | -1.8% | -0.5% | -2.1% |
| 30D | -4.3% | -10.8% | +6.5% | -3.2% |
| 3M | -24.7% | -30.2% | +5.5% | -21.9% |
| 6M | +9.7% | -22.3% | +32.1% | +11.8% |
| YTD | +3.8% | -52.2% | +55.9% | +9.5% |
| All | +3.7% | -45.7% | +49.3% | +11.1% |
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