+93.9%
ILMN vs FROG
+83.7%
+10.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.4% | -2.5% | -4.6% |
| 7D | -21.6% | -14.1% | -7.5% | -20.1% |
| 30D | -22.9% | -11.8% | -11.1% | -21.7% |
| 3M | +11.6% | +0.1% | +11.5% | +12.0% |
| 6M | +62.5% | +64.2% | -1.7% | +54.4% |
| YTD | +72.7% | +38.2% | +34.5% | +64.9% |
| 1Y | +93.9% | +85.4% | +8.5% | +84.5% |
| All | +93.9% | +83.7% | +10.2% | +84.5% |
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