+7.2%
BSX vs FROG
+24.4%
-17.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.5% | -5.7% | -4.2% |
| 7D | -8.2% | -2.2% | -6.0% | -8.1% |
| 30D | -15.8% | +3.0% | -18.8% | -16.1% |
| 3M | -10.8% | +10.3% | -21.2% | -11.7% |
| 6M | -38.4% | +116.7% | -155.1% | -42.2% |
| YTD | -54.8% | +41.9% | -96.7% | -56.5% |
| 1Y | -59.0% | +78.5% | -137.6% | -61.5% |
| 3Y | -20.0% | +224.1% | -244.1% | -30.3% |
| 5Y | -3.1% | +142.4% | -145.5% | -17.0% |
| All | +7.2% | +24.4% | -17.1% | -7.9% |
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