+82.5%
JNJ vs FROG
+202.6%
-120.1%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.2% |
| 7D | -0.8% | -5.5% | +4.7% | -0.9% |
| 30D | +4.3% | -3.1% | +7.4% | +4.3% |
| 3M | +16.5% | +1.2% | +15.3% | +16.6% |
| 6M | +13.1% | +113.7% | -100.5% | +13.9% |
| YTD | +32.1% | +38.9% | -6.7% | +32.8% |
| 1Y | +54.5% | +72.0% | -17.5% | +55.6% |
| 3Y | +82.5% | +217.1% | -134.6% | +75.4% |
| All | +82.5% | +202.6% | -120.1% | +75.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling