-3.4%
BIIB vs VLTO
+54.8%
-58.3%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.7% |
| 7D | -2.1% | +5.4% | -7.5% | -3.7% |
| 30D | +11.8% | +22.3% | -10.5% | +4.8% |
| 3M | +20.4% | +19.6% | +0.8% | +13.6% |
| 6M | +30.2% | +35.2% | -4.9% | +18.4% |
| YTD | +41.1% | +17.9% | +23.3% | +32.9% |
| 1Y | +58.4% | +19.5% | +38.9% | +48.4% |
| 3Y | -0.1% | +73.9% | -74.0% | -14.2% |
| All | -3.4% | +54.8% | -58.3% | -15.1% |
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