+124.0%
NVS vs FROG
+59.4%
+64.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.6% | +0.1% |
| 7D | -1.3% | +12.5% | -13.8% | -1.3% |
| 30D | +9.3% | +23.5% | -14.3% | +9.1% |
| 3M | +5.8% | +19.4% | -13.6% | +5.6% |
| 6M | +7.2% | +77.0% | -69.8% | +6.4% |
| YTD | +20.0% | +81.9% | -61.9% | +18.8% |
| 1Y | +25.4% | +90.7% | -65.3% | +24.1% |
| 3Y | +89.2% | +328.5% | -239.3% | +81.7% |
| 5Y | +134.6% | +207.0% | -72.4% | +124.8% |
| All | +124.0% | +59.4% | +64.7% | +119.8% |
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