+42.1%
VRTX vs FROG
+335.2%
-293.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.5% | -0.8% |
| 7D | -1.6% | +12.5% | -14.0% | -1.9% |
| 30D | +8.0% | +23.5% | -15.5% | +7.0% |
| 3M | +4.3% | +19.4% | -15.1% | +3.3% |
| 6M | +18.9% | +77.0% | -58.1% | +15.8% |
| YTD | +18.8% | +81.9% | -63.1% | +15.6% |
| 1Y | +24.0% | +90.7% | -66.7% | +20.2% |
| 3Y | +42.1% | +328.5% | -286.4% | +29.0% |
| All | +42.1% | +335.2% | -293.1% | +29.0% |
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