+296.7%
FROG vs BIIB
+12.4%
+284.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.6% | -4.2% |
| 7D | +17.0% | +1.7% | +15.3% | +16.9% |
| 30D | +1.3% | +12.2% | -10.9% | +0.3% |
| 3M | +17.5% | +22.3% | -4.8% | +15.5% |
| 6M | +46.8% | +30.9% | +15.9% | +43.4% |
| YTD | +65.8% | +43.9% | +21.9% | +59.5% |
| 1Y | +61.0% | +62.1% | -1.1% | +52.3% |
| 3Y | +296.7% | +12.7% | +284.1% | +304.7% |
| All | +296.7% | +12.4% | +284.4% | +304.7% |
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