+22.3%
BMY vs FROG
+125.4%
-103.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -3.2% |
| 7D | -3.3% | -5.5% | +2.2% | -3.3% |
| 30D | 0.0% | -3.1% | +3.1% | 0.0% |
| 3M | +17.7% | +1.2% | +16.5% | +17.6% |
| 6M | +9.6% | +113.7% | -104.0% | +8.7% |
| YTD | +24.0% | +38.9% | -14.9% | +23.6% |
| 1Y | +45.1% | +72.0% | -26.9% | +44.1% |
| 3Y | +22.5% | +217.1% | -194.6% | +19.4% |
| 5Y | +22.3% | +130.6% | -108.3% | +21.0% |
| All | +22.3% | +125.4% | -103.1% | +21.0% |
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