+7.0%
IDXX vs FROG
+218.8%
-211.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.2% |
| 7D | -5.7% | -0.5% | -5.3% | -5.7% |
| 30D | -11.5% | +1.3% | -12.9% | -11.9% |
| 3M | -9.5% | +11.1% | -20.6% | -11.1% |
| 6M | -16.0% | +108.3% | -124.3% | -24.4% |
| YTD | -25.4% | +39.6% | -65.0% | -29.8% |
| 1Y | -21.8% | +74.7% | -96.5% | -29.4% |
| 3Y | +7.0% | +224.1% | -217.1% | -23.9% |
| All | +7.0% | +218.8% | -211.7% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 FROG 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