-17.4%
BIIB vs VLTO
+26.2%
-43.5%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.8% | -3.0% | -3.5% |
| 7D | -1.6% | -1.6% | -0.1% | -1.1% |
| 30D | +2.2% | -2.9% | +5.1% | +3.1% |
| 3M | +10.3% | +12.7% | -2.4% | +6.5% |
| 6M | +14.9% | +1.6% | +13.4% | +14.1% |
| YTD | +20.7% | -4.0% | +24.7% | +21.5% |
| 1Y | +50.3% | -10.2% | +60.5% | +54.6% |
| All | -17.4% | +26.2% | -43.5% | -22.4% |
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