-28.3%
BIIB vs VCLT
+17.1%
-45.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -1.7% | -1.4% | -0.3% | -1.0% |
| 30D | +4.0% | -1.2% | +5.1% | +4.6% |
| 3M | +8.6% | -4.8% | +13.4% | +11.2% |
| 6M | +14.0% | -2.6% | +16.6% | +15.4% |
| YTD | +23.4% | -3.3% | +26.7% | +25.4% |
| 1Y | +45.9% | -4.8% | +50.7% | +49.4% |
| 3Y | -16.1% | +11.5% | -27.7% | -20.1% |
| 5Y | -27.6% | -17.0% | -10.6% | -24.5% |
| All | -28.3% | +17.1% | -45.3% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 10y: compounded portfolio wealth divided by compounded VCLT 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…
10y analysis · Full analysis span regression · 6 months rolling