+333.0%
BIIB vs VT
+345.0%
-12.0%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.1% | -0.1% | -1.1% |
| 7D | -2.3% | -4.2% | +1.9% | +0.9% |
| 30D | +9.4% | -5.8% | +15.2% | +14.4% |
| 3M | +18.1% | -5.2% | +23.3% | +22.8% |
| 6M | +29.0% | +0.1% | +28.8% | +28.1% |
| YTD | +38.6% | +8.2% | +30.4% | +29.4% |
| 1Y | +59.0% | +10.1% | +48.9% | +46.3% |
| 3Y | -2.2% | +69.7% | -71.9% | -35.6% |
| 5Y | -12.5% | +53.4% | -65.8% | -38.1% |
| 10Y | -11.9% | +219.2% | -231.2% | -64.2% |
| All | +333.0% | +345.0% | -12.0% | +34.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling