-16.0%
BSX vs FROG
+319.6%
-335.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.8% | -4.8% | +0.8% |
| 7D | -1.5% | +26.8% | -28.3% | -1.9% |
| 30D | +2.9% | +10.6% | -7.7% | +2.9% |
| 3M | -11.8% | +27.2% | -39.0% | -12.5% |
| 6M | -15.4% | +58.7% | -74.1% | -17.1% |
| YTD | -52.7% | +75.3% | -128.0% | -54.0% |
| 1Y | -56.0% | +71.1% | -127.1% | -57.2% |
| All | -16.0% | +319.6% | -335.6% | -24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling