-8.2%
NVO vs RUN
-53.7%
+45.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.3% | +3.7% | +4.9% |
| 7D | +10.2% | +18.5% | -8.3% | +8.8% |
| 30D | +12.4% | +15.5% | -3.1% | +11.1% |
| 3M | -3.5% | -20.3% | +16.8% | -2.6% |
| 6M | -3.8% | -30.8% | +27.0% | -2.1% |
| YTD | -13.0% | -52.2% | +39.3% | -10.1% |
| 1Y | -8.2% | -53.9% | +45.7% | -5.4% |
| All | -8.2% | -53.7% | +45.5% | -5.4% |
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