+122.9%
NVS vs RUN
-29.4%
+152.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | +3.7% | -17.6% | -14.1% |
| 7D | -14.6% | +10.2% | -24.8% | -14.9% |
| 30D | -11.9% | -9.6% | -2.3% | -11.6% |
| 3M | -6.0% | -31.5% | +25.5% | -4.8% |
| 6M | -11.4% | -18.7% | +7.3% | -11.1% |
| YTD | +2.9% | -49.9% | +52.8% | +4.6% |
| 1Y | +10.2% | -45.5% | +55.7% | +11.3% |
| 3Y | +55.3% | -34.1% | +89.4% | +48.7% |
| 5Y | +89.6% | -79.4% | +169.1% | +86.4% |
| 10Y | +176.1% | +48.9% | +127.1% | +130.6% |
| All | +122.9% | -29.4% | +152.3% | +88.1% |
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