-32.1%
ILMN vs FROG
+41.7%
-73.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +35.3% | -32.9% | -5.2% |
| 7D | -9.7% | +7.0% | -16.7% | -11.9% |
| 30D | -20.4% | +2.9% | -23.3% | -21.8% |
| 3M | +10.0% | +21.6% | -11.6% | +3.6% |
| 6M | +49.5% | +87.7% | -38.2% | +25.2% |
| YTD | +62.5% | +61.7% | +0.8% | +37.9% |
| 1Y | +76.0% | +113.7% | -37.7% | +37.7% |
| 3Y | +94.2% | +267.7% | -173.6% | +20.2% |
| 5Y | -46.3% | +158.8% | -205.1% | -67.0% |
| All | -32.1% | +41.7% | -73.7% | -55.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling