+482.8%
BIIB vs VO
+825.5%
-342.7%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.5% |
| 7D | +2.7% | +2.9% | -0.3% | +0.5% |
| 30D | +9.4% | +1.0% | +8.4% | +8.6% |
| 3M | +19.9% | -1.7% | +21.6% | +21.5% |
| 6M | +25.6% | +6.7% | +18.9% | +19.5% |
| YTD | +42.3% | +14.0% | +28.3% | +28.6% |
| 1Y | +55.1% | +13.7% | +41.4% | +40.4% |
| 3Y | +11.4% | +65.8% | -54.4% | -24.3% |
| 5Y | -7.4% | +36.6% | -44.0% | -28.0% |
| 10Y | -21.5% | +198.9% | -220.5% | -67.2% |
| All | +482.8% | +825.5% | -342.7% | -1.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling