+10.0%
BSX vs FROG
+55.2%
-45.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.1% |
| 7D | -1.0% | +48.2% | -49.2% | -3.3% |
| 30D | +2.1% | +11.4% | -9.3% | +1.2% |
| 3M | -14.0% | +28.5% | -42.6% | -15.8% |
| 6M | -18.3% | +63.7% | -82.0% | -21.5% |
| YTD | -53.6% | +77.1% | -130.7% | -56.1% |
| 1Y | -57.6% | +79.3% | -136.9% | -59.9% |
| 3Y | -14.3% | +323.8% | -338.0% | -26.7% |
| 5Y | +5.1% | +198.9% | -193.9% | -11.4% |
| All | +10.0% | +55.2% | -45.2% | -7.1% |
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