+354.2%
BIIB vs VCLT
+103.3%
+250.8%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.7% | -3.8% |
| 7D | -1.6% | +0.3% | -1.9% | -1.7% |
| 30D | +2.2% | -0.6% | +2.8% | +2.3% |
| 3M | +10.3% | -2.2% | +12.6% | +10.9% |
| 6M | +14.9% | -2.9% | +17.8% | +15.7% |
| YTD | +20.7% | -2.1% | +22.8% | +21.3% |
| 1Y | +50.3% | -2.6% | +52.9% | +51.2% |
| 3Y | -18.0% | +12.5% | -30.5% | -19.5% |
| 5Y | -33.9% | -15.3% | -18.6% | -35.2% |
| 10Y | -30.9% | +16.6% | -47.6% | -27.3% |
| All | +354.2% | +103.3% | +250.8% | +595.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling