+34.6%
FROG vs BBIO
+94.4%
-59.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.6% |
| 7D | -0.5% | -3.2% | +2.7% | 0.0% |
| 30D | +1.3% | -13.6% | +14.9% | +3.8% |
| 3M | +11.1% | +7.2% | +3.8% | +9.4% |
| 6M | +108.3% | +1.5% | +106.8% | +106.6% |
| YTD | +39.6% | -5.3% | +44.9% | +39.6% |
| 1Y | +74.7% | +37.7% | +37.0% | +62.8% |
| 3Y | +224.1% | +153.9% | +70.2% | +163.2% |
| 5Y | +138.4% | +43.9% | +94.5% | +58.8% |
| All | +34.6% | +94.4% | -59.8% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 10y: compounded portfolio wealth divided by compounded BBIO 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…
10y analysis · Full analysis span regression · 6 months rolling