+123.4%
ILMN vs FROG
+83.7%
+39.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.8% | -1.3% |
| 7D | +1.2% | -11.3% | +12.5% | +2.3% |
| 30D | +9.2% | +3.6% | +5.5% | +8.8% |
| 3M | +29.8% | +1.7% | +28.2% | +29.4% |
| 6M | +69.2% | +123.5% | -54.3% | +54.9% |
| YTD | +66.4% | +40.2% | +26.1% | +58.1% |
| 1Y | +123.4% | +81.0% | +42.4% | +110.2% |
| All | +123.4% | +83.7% | +39.7% | +110.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling