+43.2%
REGN vs FROG
+22.5%
+20.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | -5.2% | -4.8% | -0.4% | -5.0% |
| 30D | +0.1% | -0.9% | +1.0% | 0.0% |
| 3M | +31.2% | +7.5% | +23.8% | +30.4% |
| 6M | +3.6% | +107.0% | -103.4% | -0.9% |
| YTD | +5.0% | +39.8% | -34.8% | +2.3% |
| 1Y | +45.9% | +74.8% | -28.9% | +39.6% |
| 3Y | -1.9% | +219.3% | -221.1% | -11.9% |
| 5Y | +26.2% | +133.0% | -106.8% | +13.1% |
| All | +43.2% | +22.5% | +20.7% | +35.5% |
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