+81.0%
FROG vs BIIB
+55.8%
+25.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -3.4% |
| 7D | -11.3% | +1.1% | -12.3% | -11.3% |
| 30D | +3.6% | +6.9% | -3.2% | +3.9% |
| 3M | +1.7% | +12.4% | -10.7% | +2.7% |
| 6M | +123.5% | +16.3% | +107.3% | +125.5% |
| YTD | +40.2% | +25.5% | +14.8% | +41.6% |
| 1Y | +81.0% | +57.8% | +23.2% | +85.9% |
| All | +81.0% | +55.8% | +25.2% | +85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 1y: compounded portfolio wealth divided by compounded BIIB 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…
1y analysis · Full analysis span regression · 6 months rolling