+12.5%
VEEV vs FROG
+59.4%
-46.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -1.0% |
| 7D | -0.7% | +12.5% | -13.2% | -3.8% |
| 30D | +1.4% | +23.5% | -22.1% | -6.3% |
| 3M | +19.4% | +19.4% | 0.0% | +11.0% |
| 6M | +93.6% | +77.0% | +16.6% | +60.8% |
| YTD | +35.1% | +81.9% | -46.8% | +7.8% |
| 1Y | +3.4% | +90.7% | -87.3% | -18.9% |
| 3Y | +81.4% | +328.5% | -247.1% | -1.0% |
| 5Y | -5.1% | +207.0% | -212.1% | -46.7% |
| All | +12.5% | +59.4% | -46.9% | -28.2% |
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 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