-21.9%
NVO vs FRMI
-78.6%
+56.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -1.2% |
| 7D | -7.4% | +10.9% | -18.3% | -7.7% |
| 30D | -5.5% | -24.3% | +18.8% | -4.9% |
| 3M | +4.1% | -21.8% | +25.9% | +4.1% |
| 6M | +19.3% | -33.0% | +52.4% | +19.0% |
| YTD | -9.2% | -32.6% | +23.4% | -9.5% |
| All | -21.9% | -78.6% | +56.6% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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