-84.3%
FRMI vs NVS
+27.8%
-112.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.9% | +7.3% | +4.2% |
| 7D | +2.4% | +4.0% | -1.6% | +5.2% |
| 30D | -17.3% | +3.6% | -20.9% | -15.0% |
| 3M | -17.2% | +7.8% | -25.0% | -12.8% |
| 6M | -43.4% | -0.2% | -43.2% | -45.4% |
| YTD | -36.0% | +19.6% | -55.6% | -16.7% |
| All | -84.3% | +27.8% | -112.1% | -77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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