+36.8%
FROG vs BMRN
-13.2%
+50.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.0% |
| 7D | -2.2% | -1.4% | -0.8% | -1.7% |
| 30D | +3.0% | -5.8% | +8.8% | +4.8% |
| 3M | +10.3% | +16.6% | -6.3% | +4.2% |
| 6M | +116.7% | +7.6% | +109.1% | +109.2% |
| YTD | +41.9% | +10.2% | +31.7% | +35.2% |
| 1Y | +78.5% | +20.2% | +58.3% | +63.1% |
| 3Y | +224.1% | -27.4% | +251.5% | +247.5% |
| 5Y | +142.4% | -16.0% | +158.4% | +137.0% |
| All | +36.8% | -13.2% | +50.1% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN 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 10y: compounded portfolio wealth divided by compounded BMRN 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…
10y analysis · Full analysis span regression · 6 months rolling