+35.1%
BMY vs FROG
+45.3%
-10.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.3% | +5.3% | +1.1% |
| 7D | +1.8% | +17.0% | -15.3% | +1.8% |
| 30D | +6.2% | +1.3% | +4.9% | +6.3% |
| 3M | -2.1% | +17.5% | -19.6% | -2.2% |
| 6M | +14.3% | +46.8% | -32.5% | +13.9% |
| YTD | +21.6% | +65.8% | -44.2% | +21.2% |
| 1Y | +38.8% | +61.0% | -22.2% | +38.3% |
| 3Y | +42.9% | +296.7% | -253.8% | +39.9% |
| 5Y | +30.1% | +177.8% | -147.8% | +27.4% |
| All | +35.1% | +45.3% | -10.2% | +33.5% |
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 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