+105.9%
VRTX vs FROG
+51.8%
+54.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.1% | -6.4% | +0.3% |
| 7D | -0.4% | +27.1% | -27.5% | -1.9% |
| 30D | +8.0% | +5.8% | +2.2% | +7.3% |
| 3M | +11.0% | +20.8% | -9.8% | +9.3% |
| 6M | +28.2% | +53.3% | -25.2% | +24.2% |
| YTD | +21.5% | +73.2% | -51.7% | +16.3% |
| 1Y | +34.5% | +80.3% | -45.8% | +28.3% |
| 3Y | +49.5% | +318.3% | -268.9% | +31.4% |
| 5Y | +188.3% | +179.9% | +8.4% | +149.5% |
| All | +105.9% | +51.8% | +54.1% | +74.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling