+36.8%
FROG vs BBIO
+94.5%
-57.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.7% | +6.2% | +2.3% |
| 7D | -2.2% | -3.9% | +1.7% | -1.5% |
| 30D | +3.0% | -13.4% | +16.3% | +5.4% |
| 3M | +10.3% | +7.6% | +2.8% | +8.6% |
| 6M | +116.7% | -2.4% | +119.1% | +116.3% |
| YTD | +41.9% | -5.2% | +47.1% | +41.9% |
| 1Y | +78.5% | +36.9% | +41.6% | +66.5% |
| 3Y | +224.1% | +155.2% | +68.9% | +163.0% |
| 5Y | +142.4% | +44.0% | +98.4% | +61.5% |
| All | +36.8% | +94.5% | -57.7% | -11.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling