+91.9%
NVS vs FROG
+24.4%
+67.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | 0.0% |
| 7D | -15.7% | -2.2% | -13.5% | -15.7% |
| 30D | -11.1% | +3.0% | -14.0% | -11.2% |
| 3M | -7.2% | +10.3% | -17.5% | -7.4% |
| 6M | -12.3% | +116.7% | -129.0% | -13.5% |
| YTD | +2.8% | +41.9% | -39.2% | +2.0% |
| 1Y | +11.9% | +78.5% | -66.6% | +10.5% |
| 3Y | +55.1% | +224.1% | -169.1% | +49.2% |
| 5Y | +94.1% | +142.4% | -48.4% | +86.1% |
| All | +91.9% | +24.4% | +67.5% | +88.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling