-17.6%
BSX vs FROG
+219.3%
-236.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | -7.0% | -4.8% | -2.2% | -6.8% |
| 30D | -10.9% | -0.9% | -10.0% | -11.0% |
| 3M | -8.2% | +7.5% | -15.6% | -8.7% |
| 6M | -37.5% | +107.0% | -144.5% | -40.4% |
| YTD | -52.8% | +39.8% | -92.6% | -54.1% |
| 1Y | -58.4% | +74.8% | -133.2% | -60.4% |
| All | -17.6% | +219.3% | -236.9% | -30.7% |
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