+38.8%
BMY vs FROG
+70.9%
-32.1%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.3% | +5.3% | +0.9% |
| 7D | +1.8% | +17.0% | -15.3% | +2.5% |
| 30D | +6.2% | +1.3% | +4.9% | +6.7% |
| 3M | -2.1% | +17.5% | -19.6% | -1.5% |
| 6M | +14.3% | +46.8% | -32.5% | +15.5% |
| YTD | +21.6% | +65.8% | -44.2% | +25.9% |
| 1Y | +38.8% | +61.0% | -22.2% | +43.5% |
| All | +38.8% | +70.9% | -32.1% | +43.5% |
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 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