+71.1%
FROG vs BIIB
+61.6%
+9.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.1% | +5.7% | +5.7% |
| 7D | +26.8% | -0.4% | +27.3% | +26.7% |
| 30D | +10.6% | +10.5% | +0.1% | +10.5% |
| 3M | +27.2% | +24.3% | +2.9% | +27.2% |
| 6M | +58.7% | +28.0% | +30.7% | +60.2% |
| YTD | +75.3% | +44.0% | +31.3% | +74.6% |
| 1Y | +71.1% | +58.8% | +12.3% | +72.5% |
| All | +71.1% | +61.6% | +9.4% | +72.5% |
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