+20.2%
VEEV vs FROG
+202.6%
-182.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.0% | -2.7% | -3.5% |
| 7D | -5.2% | -5.5% | +0.3% | -4.1% |
| 30D | +14.9% | -3.1% | +18.0% | +15.7% |
| 3M | +58.4% | +1.2% | +57.1% | +57.6% |
| 6M | +35.5% | +113.7% | -78.2% | +19.3% |
| YTD | +18.6% | +38.9% | -20.2% | +10.1% |
| 1Y | -6.3% | +72.0% | -78.3% | -16.2% |
| 3Y | +20.2% | +217.1% | -196.9% | -7.8% |
| All | +20.2% | +202.6% | -182.4% | -7.8% |
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