+83.3%
VEEV vs FROG
+319.6%
-236.3%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.8% | -6.0% | -1.2% |
| 7D | -1.9% | +26.8% | -28.7% | -6.4% |
| 30D | +3.0% | +10.6% | -7.6% | +0.4% |
| 3M | +28.8% | +27.2% | +1.6% | +22.4% |
| 6M | +91.3% | +58.7% | +32.6% | +74.9% |
| YTD | +36.5% | +75.3% | -38.8% | +20.5% |
| 1Y | +1.9% | +71.1% | -69.2% | -9.9% |
| All | +83.3% | +319.6% | -236.3% | +26.9% |
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