-21.2%
BIIB vs VT
+221.8%
-242.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.4% |
| 7D | +2.0% | +2.4% | -0.3% | +0.1% |
| 30D | +8.8% | -1.5% | +10.3% | +10.1% |
| 3M | +20.3% | -4.1% | +24.4% | +24.3% |
| 6M | +23.9% | +0.6% | +23.3% | +22.5% |
| YTD | +44.0% | +11.0% | +32.9% | +30.7% |
| 1Y | +53.8% | +13.3% | +40.5% | +37.2% |
| 3Y | +13.8% | +73.4% | -59.6% | -29.8% |
| 5Y | -6.3% | +57.4% | -63.7% | -38.0% |
| All | -21.2% | +221.8% | -242.9% | -70.7% |
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