-14.1%
BIIB vs VLTO
+27.2%
-41.3%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.1% |
| 7D | +1.1% | -2.3% | +3.3% | +1.8% |
| 30D | +6.9% | -0.9% | +7.7% | +7.1% |
| 3M | +12.4% | +13.8% | -1.4% | +8.2% |
| 6M | +16.3% | +2.0% | +14.3% | +15.2% |
| YTD | +25.5% | -3.2% | +28.7% | +26.0% |
| 1Y | +57.8% | -9.2% | +67.0% | +61.7% |
| All | -14.1% | +27.2% | -41.3% | -19.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling