-28.1%
BIIB vs VSXY
+22.6%
-50.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.3% | +0.5% |
| 7D | -1.7% | +0.1% | -1.8% | -1.7% |
| 30D | +4.0% | -18.7% | +22.6% | +5.7% |
| 3M | +8.6% | -4.0% | +12.6% | +8.6% |
| 6M | +14.0% | +67.5% | -53.5% | +6.5% |
| YTD | +23.4% | +39.7% | -16.3% | +17.1% |
| 1Y | +45.9% | +180.0% | -134.1% | +27.3% |
| 3Y | -16.1% | +337.3% | -353.4% | -35.6% |
| All | -28.1% | +22.6% | -50.7% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 5y: compounded portfolio wealth divided by compounded VSXY 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…
5y analysis · Full analysis span regression · 6 months rolling