+36.8%
FROG vs BIIB
-23.3%
+60.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | +1.2% |
| 7D | -2.2% | -4.0% | +1.9% | -1.5% |
| 30D | +3.0% | +5.7% | -2.7% | +2.0% |
| 3M | +10.3% | +10.9% | -0.6% | +8.3% |
| 6M | +116.7% | +14.3% | +102.4% | +111.1% |
| YTD | +41.9% | +22.4% | +19.5% | +36.0% |
| 1Y | +78.5% | +51.1% | +27.5% | +64.3% |
| 3Y | +224.1% | -16.8% | +241.0% | +228.2% |
| 5Y | +142.4% | -28.1% | +170.6% | +142.1% |
| All | +36.8% | -23.3% | +60.2% | +52.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling