-83.1%
FRMI vs NVS
+9.6%
-92.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.3% | +1.9% |
| 7D | +7.4% | -14.3% | +21.7% | -1.9% |
| 30D | -27.6% | -10.0% | -17.7% | -31.6% |
| 3M | -20.9% | -10.9% | -10.0% | -25.1% |
| 6M | -36.6% | -12.0% | -24.6% | -42.4% |
| YTD | -31.3% | +2.5% | -33.8% | -18.4% |
| All | -83.1% | +9.6% | -92.7% | -78.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling