-57.8%
BSX vs FROG
+85.3%
-143.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.4% | +0.4% |
| 7D | +3.7% | +12.5% | -8.8% | +4.0% |
| 30D | +3.1% | +23.5% | -20.4% | +4.2% |
| 3M | -14.2% | +19.4% | -33.6% | -13.4% |
| 6M | -16.4% | +77.0% | -93.4% | -15.5% |
| YTD | -53.5% | +81.9% | -135.4% | -53.2% |
| 1Y | -57.8% | +90.7% | -148.4% | -57.5% |
| All | -57.8% | +85.3% | -143.1% | -57.5% |
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