-5.0%
VEEV vs FROG
+76.4%
-81.3%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.5% | -0.3% |
| 7D | -8.2% | -2.2% | -6.1% | -7.8% |
| 30D | +10.3% | +3.0% | +7.4% | +9.9% |
| 3M | +59.4% | +10.3% | +49.1% | +56.2% |
| 6M | +37.6% | +116.7% | -79.1% | +20.5% |
| YTD | +16.9% | +41.9% | -25.0% | +6.4% |
| 1Y | -5.0% | +78.5% | -83.5% | -14.5% |
| All | -5.0% | +76.4% | -81.3% | -14.5% |
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 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