+28.5%
BMY vs FROG
+182.9%
-154.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.1% | -7.1% | 0.0% |
| 7D | -1.4% | +27.1% | -28.5% | -1.3% |
| 30D | +5.1% | +5.8% | -0.7% | +5.3% |
| 3M | -3.0% | +20.8% | -23.8% | -3.0% |
| 6M | +13.1% | +53.3% | -40.3% | +12.9% |
| YTD | +20.3% | +73.2% | -52.9% | +20.2% |
| 1Y | +39.0% | +80.3% | -41.3% | +38.8% |
| 3Y | +42.0% | +318.3% | -276.3% | +39.4% |
| 5Y | +28.5% | +179.9% | -151.4% | +24.6% |
| All | +28.5% | +182.9% | -154.4% | +24.6% |
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 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