+41.8%
VRTX vs FROG
+274.0%
-232.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +35.3% | -34.5% | -0.3% |
| 7D | -2.1% | +7.0% | -9.1% | -2.5% |
| 30D | +8.2% | +2.9% | +5.3% | +7.8% |
| 3M | +13.0% | +21.6% | -8.6% | +11.7% |
| 6M | +27.9% | +87.7% | -59.7% | +23.9% |
| YTD | +20.7% | +61.7% | -41.0% | +17.7% |
| 1Y | +31.4% | +113.7% | -82.2% | +25.6% |
| 3Y | +41.8% | +267.7% | -225.9% | +23.1% |
| All | +41.8% | +274.0% | -232.2% | +23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling