-17.7%
NVO vs FROG
+207.6%
-225.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.7% | -0.3% | +2.3% |
| 7D | +3.3% | +12.5% | -9.2% | +2.6% |
| 30D | +9.2% | +23.5% | -14.3% | +7.4% |
| 3M | -9.8% | +19.4% | -29.1% | -11.2% |
| 6M | -10.4% | +77.0% | -87.4% | -14.6% |
| YTD | -14.1% | +81.9% | -96.0% | -19.3% |
| 1Y | -11.1% | +90.7% | -101.8% | -16.8% |
| 3Y | -54.9% | +328.5% | -383.5% | -61.0% |
| All | -17.7% | +207.6% | -225.3% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 5y: compounded portfolio wealth divided by compounded FROG 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…
5y analysis · Full analysis span regression · 6 months rolling