+90.7%
FROG vs BIIB
+56.8%
+33.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.2% | +1.5% | +2.6% |
| 7D | +12.5% | +2.0% | +10.5% | +12.3% |
| 30D | +23.5% | +8.8% | +14.7% | +23.3% |
| 3M | +19.4% | +20.3% | -0.9% | +19.1% |
| 6M | +77.0% | +23.9% | +53.1% | +78.1% |
| YTD | +81.9% | +44.0% | +37.9% | +79.9% |
| 1Y | +90.7% | +53.8% | +36.8% | +87.3% |
| All | +90.7% | +56.8% | +33.8% | +87.3% |
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