-28.8%
BIIB vs VO
+197.9%
-226.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.9% |
| 7D | -4.0% | -2.5% | -1.6% | -2.3% |
| 30D | +5.7% | -3.2% | +8.9% | +8.2% |
| 3M | +10.9% | +3.9% | +7.0% | +7.8% |
| 6M | +14.3% | +9.6% | +4.7% | +6.6% |
| YTD | +22.4% | +11.6% | +10.8% | +12.6% |
| 1Y | +51.1% | +12.6% | +38.4% | +37.9% |
| 3Y | -16.8% | +55.4% | -72.2% | -40.4% |
| 5Y | -28.1% | +41.8% | -70.0% | -45.7% |
| All | -28.8% | +197.9% | -226.7% | -72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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