+16.3%
NXPI vs RUN
-35.6%
+51.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.7% | -5.5% | -2.2% |
| 7D | +0.7% | +10.2% | -9.5% | -0.5% |
| 30D | -6.6% | -9.6% | +3.0% | -5.6% |
| 3M | -25.4% | -31.5% | +6.1% | -22.5% |
| 6M | +11.9% | -18.7% | +30.6% | +13.3% |
| YTD | +4.0% | -49.9% | +53.9% | +9.7% |
| 1Y | +1.0% | -45.5% | +46.5% | +4.7% |
| 3Y | +16.3% | -34.1% | +50.4% | -0.9% |
| All | +16.3% | -35.6% | +51.9% | -0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling