+2.6%
VEEV vs FROG
+22.9%
-20.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.3% | +0.1% | -2.3% |
| 7D | -0.6% | -11.3% | +10.7% | +2.7% |
| 30D | +28.8% | +3.6% | +25.2% | +27.6% |
| 3M | +54.0% | +1.7% | +52.4% | +52.2% |
| 6M | +46.0% | +123.5% | -77.6% | +14.9% |
| YTD | +23.2% | +40.2% | -17.0% | +8.2% |
| 1Y | +1.9% | +81.0% | -79.1% | -18.3% |
| 3Y | +27.0% | +194.8% | -167.7% | -20.9% |
| 5Y | -13.4% | +131.8% | -145.2% | -46.5% |
| All | +2.6% | +22.9% | -20.3% | -28.0% |
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