-34.2%
BIIB vs VSXY
+42.7%
-76.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.9% | -7.6% | -4.1% |
| 7D | -1.6% | -6.8% | +5.1% | -1.2% |
| 30D | +2.2% | -20.4% | +22.6% | +4.1% |
| 3M | +10.3% | +2.9% | +7.4% | +9.7% |
| 6M | +14.9% | +67.9% | -53.0% | +7.8% |
| YTD | +20.7% | +44.9% | -24.1% | +14.6% |
| 1Y | +50.3% | +205.9% | -155.6% | +31.1% |
| 3Y | -18.0% | +373.9% | -391.8% | -36.2% |
| 5Y | -33.9% | +23.5% | -57.4% | -41.3% |
| All | -34.2% | +42.7% | -76.9% | -41.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling