-20.3%
BIIB vs VT
+223.7%
-244.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.6% | 0.0% | +0.5% |
| 7D | +2.4% | +0.4% | +2.0% | +2.1% |
| 30D | +12.9% | -2.6% | +15.5% | +15.2% |
| 3M | +22.6% | -3.2% | +25.8% | +25.7% |
| 6M | +31.7% | +0.9% | +30.8% | +29.9% |
| YTD | +44.8% | +11.3% | +33.5% | +31.2% |
| 1Y | +63.9% | +14.0% | +49.9% | +45.4% |
| 3Y | +13.5% | +75.8% | -62.4% | -30.9% |
| 5Y | -5.6% | +57.8% | -63.4% | -37.6% |
| 10Y | -20.3% | +219.8% | -240.1% | -70.1% |
| All | -20.3% | +223.7% | -244.0% | -70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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