+91.7%
NVS vs FROG
+133.6%
-41.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.8% | -0.2% |
| 7D | -15.4% | -4.8% | -10.6% | -15.4% |
| 30D | -12.3% | -0.9% | -11.4% | -12.4% |
| 3M | -7.8% | +7.5% | -15.3% | -7.9% |
| 6M | -13.0% | +107.0% | -120.0% | -14.0% |
| YTD | +2.8% | +39.8% | -37.0% | +2.1% |
| 1Y | +10.6% | +74.8% | -64.2% | +9.4% |
| 3Y | +55.1% | +219.3% | -164.2% | +49.0% |
| 5Y | +91.7% | +133.0% | -41.3% | +83.5% |
| All | +91.7% | +133.6% | -41.9% | +83.5% |
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