+118.7%
JNJ vs FROG
+22.9%
+95.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | -1.2% |
| 7D | +2.7% | -11.3% | +14.0% | +2.6% |
| 30D | +7.4% | +3.6% | +3.7% | +7.4% |
| 3M | +21.2% | +1.7% | +19.5% | +21.2% |
| 6M | +13.4% | +123.5% | -110.1% | +13.5% |
| YTD | +35.1% | +40.2% | -5.1% | +35.3% |
| 1Y | +57.4% | +81.0% | -23.6% | +57.7% |
| 3Y | +86.8% | +194.8% | -108.0% | +86.0% |
| 5Y | +80.8% | +131.8% | -51.0% | +79.8% |
| All | +118.7% | +22.9% | +95.8% | +121.7% |
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 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