-5.4%
REGN vs FROG
+218.8%
-224.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.4% |
| 7D | -5.6% | -0.5% | -5.1% | -5.6% |
| 30D | -2.0% | +1.3% | -3.3% | -2.1% |
| 3M | +28.0% | +11.1% | +16.9% | +27.4% |
| 6M | +1.2% | +108.3% | -107.2% | -1.3% |
| YTD | +1.6% | +39.6% | -37.9% | +0.5% |
| 1Y | +38.2% | +74.7% | -36.5% | +34.9% |
| 3Y | -5.4% | +224.1% | -229.4% | -15.9% |
| All | -5.4% | +218.8% | -224.1% | -15.9% |
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