+49.0%
REGN vs FROG
+83.7%
-34.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.4% | -2.0% | -4.4% |
| 7D | +14.4% | -14.1% | +28.5% | +14.2% |
| 30D | +28.1% | -11.8% | +39.9% | +27.8% |
| 3M | +22.5% | +0.1% | +22.4% | +22.1% |
| 6M | +31.6% | +64.2% | -32.6% | +31.3% |
| YTD | +21.0% | +38.2% | -17.2% | +21.6% |
| 1Y | +49.0% | +85.4% | -36.4% | +50.3% |
| All | +49.0% | +83.7% | -34.7% | +50.3% |
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