-43.8%
ILMN vs FROG
+195.3%
-239.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.8% |
| 7D | +0.7% | +48.2% | -47.5% | -9.3% |
| 30D | -22.7% | +11.4% | -34.1% | -25.6% |
| 3M | +8.6% | +28.5% | -19.9% | +0.7% |
| 6M | +43.8% | +63.7% | -19.9% | +23.8% |
| YTD | +59.8% | +77.1% | -17.3% | +30.9% |
| 1Y | +71.8% | +79.3% | -7.6% | +40.0% |
| 3Y | +119.0% | +323.8% | -204.8% | +18.6% |
| 5Y | -43.8% | +198.9% | -242.7% | -67.1% |
| All | -43.8% | +195.3% | -239.1% | -67.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling