+78.5%
FROG vs BIIB
+50.7%
+27.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | +1.6% |
| 7D | -2.2% | -4.0% | +1.9% | -2.2% |
| 30D | +3.0% | +5.7% | -2.7% | +3.3% |
| 3M | +10.3% | +10.9% | -0.6% | +11.5% |
| 6M | +116.7% | +14.3% | +102.4% | +118.9% |
| YTD | +41.9% | +22.4% | +19.5% | +43.3% |
| 1Y | +78.5% | +51.1% | +27.5% | +83.1% |
| All | +78.5% | +50.7% | +27.9% | +83.1% |
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