+53.8%
NXPI vs RUN
-2.6%
+56.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.1% | -1.1% | +2.6% |
| 7D | +1.7% | +3.2% | -1.5% | +1.0% |
| 30D | +19.7% | +19.5% | +0.2% | +16.7% |
| 3M | +14.5% | -9.6% | +24.1% | +15.1% |
| 6M | -11.2% | -37.3% | +26.1% | -7.5% |
| YTD | +25.8% | -50.7% | +76.5% | +32.1% |
| 1Y | +35.2% | -54.1% | +89.3% | +42.7% |
| All | +53.8% | -2.6% | +56.3% | +29.1% |
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 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