+104.5%
VRTX vs FROG
+53.7%
+50.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.8% | -5.9% | -0.4% |
| 7D | -0.4% | +26.8% | -27.2% | -1.8% |
| 30D | +7.9% | +10.6% | -2.7% | +6.9% |
| 3M | +3.3% | +27.2% | -23.9% | +1.4% |
| 6M | +25.7% | +58.7% | -33.0% | +21.6% |
| YTD | +20.7% | +75.3% | -54.7% | +15.4% |
| 1Y | +27.4% | +71.1% | -43.6% | +22.0% |
| 3Y | +46.4% | +319.6% | -273.2% | +28.7% |
| 5Y | +194.3% | +195.7% | -1.3% | +154.2% |
| All | +104.5% | +53.7% | +50.8% | +73.4% |
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