+25.0%
VRTX vs FROG
+72.8%
-47.8%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -0.8% |
| 7D | 0.0% | +48.2% | -48.2% | -0.2% |
| 30D | +11.8% | +11.4% | +0.4% | +11.6% |
| 3M | +3.2% | +28.5% | -25.3% | +3.0% |
| 6M | +21.0% | +63.7% | -42.7% | +21.1% |
| YTD | +19.7% | +77.1% | -57.4% | +23.5% |
| 1Y | +25.0% | +79.3% | -54.4% | +29.3% |
| All | +25.0% | +72.8% | -47.8% | +29.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling