+42.2%
BMY vs FROG
+22.9%
+19.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.5% | -1.8% |
| 7D | +0.4% | -11.3% | +11.6% | +0.5% |
| 30D | +5.0% | +3.6% | +1.4% | +5.0% |
| 3M | +19.4% | +1.7% | +17.7% | +19.3% |
| 6M | +9.5% | +123.5% | -114.0% | +8.7% |
| YTD | +28.1% | +40.2% | -12.2% | +27.7% |
| 1Y | +50.0% | +81.0% | -31.0% | +49.0% |
| 3Y | +24.1% | +194.8% | -170.7% | +21.7% |
| 5Y | +25.0% | +131.8% | -106.8% | +22.3% |
| All | +42.2% | +22.9% | +19.3% | +40.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling