-93.2%
FRMI vs NVS
+37.6%
-130.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +3.6% | -14.2% | -8.5% |
| 7D | -39.7% | +5.7% | -45.4% | -37.6% |
| 30D | -55.2% | +17.1% | -72.2% | -50.7% |
| 3M | -71.2% | +7.6% | -78.8% | -69.3% |
| 6M | -64.1% | +14.1% | -78.2% | -61.9% |
| YTD | -77.2% | +23.3% | -100.6% | -73.5% |
| 1Y | -93.2% | +36.0% | -129.2% | -91.1% |
| All | -93.2% | +37.6% | -130.8% | -91.1% |
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