+94.0%
NVS vs RUN
-81.0%
+175.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.2% |
| 7D | -14.3% | -3.7% | -10.6% | -14.2% |
| 30D | -10.0% | -13.0% | +3.1% | -9.7% |
| 3M | -10.9% | -31.8% | +20.9% | -10.2% |
| 6M | -12.0% | -32.2% | +20.3% | -11.4% |
| YTD | +2.5% | -53.5% | +56.0% | +3.8% |
| 1Y | +10.7% | -46.5% | +57.2% | +11.4% |
| 3Y | +53.3% | -37.6% | +90.9% | +49.5% |
| All | +94.0% | -81.0% | +175.0% | +87.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling