+51.2%
JNJ vs FROG
+83.7%
-32.5%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.4% | +6.2% | +3.7% |
| 7D | +1.9% | -14.1% | +16.0% | +1.4% |
| 30D | +9.2% | -11.8% | +21.0% | +8.9% |
| 3M | +8.9% | +0.1% | +8.8% | +9.0% |
| 6M | +24.6% | +64.2% | -39.6% | +25.7% |
| YTD | +35.7% | +38.2% | -2.6% | +37.2% |
| 1Y | +51.2% | +85.4% | -34.2% | +53.7% |
| All | +51.2% | +83.7% | -32.5% | +53.7% |
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