+56.8%
VRTX vs FROG
+198.7%
-141.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.2% | -2.0% |
| 7D | +0.8% | -11.3% | +12.1% | +1.3% |
| 30D | +12.6% | +3.6% | +9.0% | +12.3% |
| 3M | +23.6% | +1.7% | +22.0% | +23.3% |
| 6M | +14.3% | +123.5% | -109.2% | +9.2% |
| YTD | +20.5% | +40.2% | -19.8% | +18.1% |
| 1Y | +37.6% | +81.0% | -43.4% | +32.0% |
| All | +56.8% | +198.7% | -141.9% | +33.8% |
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 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