-2.1%
VEEV vs FROG
+22.3%
-24.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.0% |
| 7D | -4.6% | -0.5% | -4.1% | -4.5% |
| 30D | +8.6% | +1.3% | +7.3% | +8.3% |
| 3M | +62.4% | +11.1% | +51.3% | +56.8% |
| 6M | +40.3% | +108.3% | -68.1% | +12.6% |
| YTD | +17.5% | +39.6% | -22.0% | +3.3% |
| 1Y | -6.1% | +74.7% | -80.9% | -23.9% |
| 3Y | +16.7% | +224.1% | -207.4% | -29.9% |
| 5Y | -13.3% | +138.4% | -151.7% | -46.8% |
| All | -2.1% | +22.3% | -24.4% | -31.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling