-59.0%
BSX vs FROG
+76.4%
-135.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.5% | -5.7% | -4.1% |
| 7D | -8.2% | -2.2% | -6.0% | -8.2% |
| 30D | -15.8% | +3.0% | -18.8% | -15.8% |
| 3M | -10.8% | +10.3% | -21.2% | -10.9% |
| 6M | -38.4% | +116.7% | -155.1% | -38.8% |
| YTD | -54.8% | +41.9% | -96.7% | -55.0% |
| 1Y | -59.0% | +78.5% | -137.6% | -59.5% |
| All | -59.0% | +76.4% | -135.4% | -59.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling