+217.1%
FROG vs BIIB
-19.0%
+236.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.8% | +2.8% | -0.6% |
| 7D | -5.5% | -1.6% | -3.9% | -5.3% |
| 30D | -3.1% | +2.2% | -5.3% | -3.3% |
| 3M | +1.2% | +10.3% | -9.1% | +0.2% |
| 6M | +113.7% | +14.9% | +98.7% | +110.1% |
| YTD | +38.9% | +20.7% | +18.1% | +34.8% |
| 1Y | +72.0% | +50.3% | +21.6% | +60.2% |
| 3Y | +217.1% | -18.0% | +235.1% | +246.0% |
| All | +217.1% | -19.0% | +236.1% | +246.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling