+188.2%
VRTX vs FROG
+207.6%
-19.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.5% | -0.9% |
| 7D | -1.6% | +12.5% | -14.0% | -2.2% |
| 30D | +8.0% | +23.5% | -15.5% | +6.4% |
| 3M | +4.3% | +19.4% | -15.1% | +2.7% |
| 6M | +18.9% | +77.0% | -58.1% | +13.9% |
| YTD | +18.8% | +81.9% | -63.1% | +13.0% |
| 1Y | +24.0% | +90.7% | -66.7% | +17.4% |
| 3Y | +42.1% | +328.5% | -286.4% | +21.9% |
| All | +188.2% | +207.6% | -19.4% | +122.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling