+133.0%
FROG vs BMRN
-18.1%
+151.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -4.8% | -3.8% | -1.0% | -3.6% |
| 30D | -0.9% | -6.5% | +5.5% | +1.0% |
| 3M | +7.5% | +11.2% | -3.8% | +3.2% |
| 6M | +107.0% | +5.8% | +101.2% | +101.1% |
| YTD | +39.8% | +8.4% | +31.4% | +34.0% |
| 1Y | +74.8% | +15.7% | +59.2% | +62.1% |
| 3Y | +219.3% | -28.6% | +247.9% | +246.1% |
| 5Y | +133.0% | -19.6% | +152.6% | +139.7% |
| All | +133.0% | -18.1% | +151.0% | +139.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling