+18.9%
BSX vs FROG
+22.9%
-4.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.3% | +5.1% | +2.0% |
| 7D | +2.0% | -11.3% | +13.3% | +2.8% |
| 30D | +0.1% | +3.6% | -3.5% | -0.3% |
| 3M | -2.1% | +1.7% | -3.8% | -2.6% |
| 6M | -33.8% | +123.5% | -157.3% | -38.1% |
| YTD | -49.9% | +40.2% | -90.1% | -51.7% |
| 1Y | -55.4% | +81.0% | -136.4% | -58.2% |
| 3Y | -10.9% | +194.8% | -205.6% | -21.8% |
| 5Y | +6.4% | +131.8% | -125.4% | -8.8% |
| All | +18.9% | +22.9% | -4.0% | +2.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling