+211.5%
NXPI vs RUN
-33.9%
+245.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.0% |
| 7D | +6.8% | -13.5% | +20.3% | +9.1% |
| 30D | +20.0% | +18.3% | +1.7% | +15.9% |
| 3M | +14.8% | -12.5% | +27.3% | +16.3% |
| 6M | -10.5% | -40.3% | +29.9% | -4.1% |
| YTD | +23.7% | -53.1% | +76.8% | +33.9% |
| 1Y | +34.1% | -54.3% | +88.3% | +45.0% |
| 3Y | +51.2% | -6.5% | +57.7% | +18.6% |
| 5Y | +33.4% | -85.3% | +118.7% | +35.1% |
| 10Y | +209.2% | +68.9% | +140.4% | +102.2% |
| All | +211.5% | -33.9% | +245.4% | +114.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling