+76.0%
ILMN vs FROG
+118.5%
-42.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +35.3% | -32.9% | -2.1% |
| 7D | -9.7% | +7.0% | -16.7% | -10.9% |
| 30D | -20.4% | +2.9% | -23.3% | -21.1% |
| 3M | +10.0% | +21.6% | -11.6% | +7.4% |
| 6M | +49.5% | +87.7% | -38.2% | +38.7% |
| YTD | +62.5% | +61.7% | +0.8% | +51.3% |
| 1Y | +76.0% | +113.7% | -37.7% | +62.5% |
| All | +76.0% | +118.5% | -42.5% | +62.5% |
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