+45.6%
BMY vs FROG
+83.7%
-38.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.4% | +6.4% | +4.0% |
| 7D | +6.0% | -14.1% | +20.0% | +5.7% |
| 30D | +9.1% | -11.8% | +20.9% | +9.0% |
| 3M | -2.6% | +0.1% | -2.7% | -2.6% |
| 6M | +13.1% | +64.2% | -51.1% | +14.1% |
| YTD | +23.0% | +38.2% | -15.2% | +25.0% |
| 1Y | +45.6% | +85.4% | -39.8% | +47.8% |
| All | +45.6% | +83.7% | -38.1% | +47.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling