+90.8%
NVO vs RUN
-33.9%
+124.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -1.1% |
| 7D | -7.4% | -3.4% | -4.0% | -7.2% |
| 30D | -5.5% | -14.0% | +8.5% | -4.8% |
| 3M | +4.1% | -27.5% | +31.6% | +5.5% |
| 6M | +19.3% | -29.0% | +48.3% | +20.8% |
| YTD | -9.2% | -53.1% | +43.9% | -6.7% |
| 1Y | -15.0% | -46.7% | +31.7% | -13.5% |
| 3Y | -50.9% | -38.3% | -12.6% | -52.8% |
| 5Y | -0.9% | -80.7% | +79.8% | -2.0% |
| 10Y | +152.4% | +42.4% | +110.0% | +122.1% |
| All | +90.8% | -33.9% | +124.7% | +70.7% |
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