+215.5%
FROG vs BMRN
-30.6%
+246.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.8% | +2.4% |
| 7D | +12.5% | +2.1% | +10.4% | +11.8% |
| 30D | +23.5% | +3.8% | +19.7% | +22.1% |
| 3M | +19.4% | -16.5% | +35.9% | +26.2% |
| 6M | +77.0% | +6.9% | +70.1% | +70.9% |
| YTD | +81.9% | -3.7% | +85.6% | +80.9% |
| 1Y | +90.7% | +5.6% | +85.1% | +82.0% |
| 3Y | +328.5% | -31.4% | +359.9% | +364.7% |
| All | +215.5% | -30.6% | +246.1% | +220.5% |
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