+53.7%
NVS vs RUN
-38.5%
+92.1%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | 0.0% |
| 7D | -15.7% | -3.4% | -12.3% | -15.6% |
| 30D | -11.1% | -14.0% | +2.9% | -10.8% |
| 3M | -7.2% | -27.5% | +20.3% | -6.6% |
| 6M | -12.3% | -29.0% | +16.6% | -11.8% |
| YTD | +2.8% | -53.1% | +55.9% | +4.0% |
| 1Y | +11.9% | -46.7% | +58.7% | +12.6% |
| All | +53.7% | -38.5% | +92.1% | +52.2% |
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 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