+224.6%
FROG vs BMRN
-28.6%
+253.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | -4.8% | -3.8% | -1.0% | -4.3% |
| 30D | -0.9% | -6.5% | +5.5% | -0.2% |
| 3M | +7.5% | +11.2% | -3.8% | +5.7% |
| 6M | +107.0% | +5.8% | +101.2% | +104.2% |
| YTD | +39.8% | +8.4% | +31.4% | +37.3% |
| 1Y | +74.8% | +15.7% | +59.2% | +69.4% |
| All | +224.6% | -28.6% | +253.2% | +228.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling