+166.5%
NXPI vs RUN
-31.9%
+198.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.3% |
| 7D | +1.9% | +1.3% | +0.7% | +1.7% |
| 30D | -1.4% | -15.3% | +13.8% | +1.0% |
| 3M | -29.1% | -40.0% | +11.0% | -23.3% |
| 6M | +6.2% | -27.0% | +33.2% | +10.0% |
| YTD | +5.9% | -51.7% | +57.6% | +15.0% |
| 1Y | +2.9% | -45.9% | +48.8% | +8.1% |
| 3Y | +14.5% | -43.8% | +58.3% | -1.0% |
| 5Y | +17.1% | -80.5% | +97.5% | +12.7% |
| 10Y | +193.4% | +45.3% | +148.1% | +94.6% |
| All | +166.5% | -31.9% | +198.5% | +84.2% |
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