+123.3%
NVS vs FROG
+22.9%
+100.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.4% | -1.9% |
| 7D | +4.0% | -11.3% | +15.3% | +4.1% |
| 30D | +3.6% | +3.6% | -0.1% | +3.5% |
| 3M | +7.8% | +1.7% | +6.1% | +7.7% |
| 6M | -0.2% | +123.5% | -123.7% | -1.6% |
| YTD | +19.6% | +40.2% | -20.7% | +18.7% |
| 1Y | +28.4% | +81.0% | -52.6% | +26.7% |
| 3Y | +76.2% | +194.8% | -118.6% | +70.1% |
| 5Y | +111.1% | +131.8% | -20.7% | +102.6% |
| All | +123.3% | +22.9% | +100.4% | +119.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling