+12.8%
VEEV vs FROG
+55.2%
-42.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.0% |
| 7D | -2.5% | +48.2% | -50.7% | -13.5% |
| 30D | +0.3% | +11.4% | -11.1% | -4.8% |
| 3M | +25.2% | +28.5% | -3.3% | +14.1% |
| 6M | +89.7% | +63.7% | +26.0% | +60.7% |
| YTD | +35.5% | +77.1% | -41.6% | +8.9% |
| 1Y | +1.8% | +79.3% | -77.5% | -18.8% |
| 3Y | +83.2% | +323.8% | -240.6% | +0.1% |
| 5Y | -4.8% | +198.9% | -203.7% | -46.2% |
| All | +12.8% | +55.2% | -42.4% | -27.5% |
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 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