-31.5%
ILMN vs FROG
+45.3%
-76.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.3% | +1.6% | -1.7% |
| 7D | -9.8% | +17.0% | -26.8% | -13.7% |
| 30D | -22.7% | +1.3% | -24.0% | -23.9% |
| 3M | +12.1% | +17.5% | -5.4% | +6.5% |
| 6M | +51.5% | +46.8% | +4.7% | +35.1% |
| YTD | +63.9% | +65.8% | -1.9% | +38.2% |
| 1Y | +76.6% | +61.0% | +15.6% | +49.8% |
| 3Y | +124.6% | +296.7% | -172.2% | +36.1% |
| 5Y | -42.7% | +177.8% | -220.6% | -65.2% |
| All | -31.5% | +45.3% | -76.8% | -55.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling