-2.6%
BIIB vs VLTO
+55.4%
-58.0%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.8% |
| 7D | +2.7% | +0.8% | +1.9% | +2.4% |
| 30D | +9.4% | +18.7% | -9.3% | +3.5% |
| 3M | +19.9% | +21.7% | -1.8% | +12.5% |
| 6M | +25.6% | +35.8% | -10.2% | +14.0% |
| YTD | +42.3% | +18.3% | +24.1% | +33.9% |
| 1Y | +55.1% | +20.9% | +34.2% | +44.8% |
| 3Y | +11.4% | +68.8% | -57.4% | -3.8% |
| All | -2.6% | +55.4% | -58.0% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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