-16.1%
BIIB vs VYM
+65.1%
-81.2%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.2% |
| 7D | -1.7% | -0.8% | -0.9% | -0.9% |
| 30D | +4.0% | -2.2% | +6.2% | +6.2% |
| 3M | +8.6% | +3.1% | +5.5% | +5.6% |
| 6M | +14.0% | +9.7% | +4.3% | +4.2% |
| YTD | +23.4% | +14.9% | +8.5% | +7.9% |
| 1Y | +45.9% | +17.6% | +28.3% | +24.7% |
| 3Y | -16.1% | +65.3% | -81.4% | -52.4% |
| All | -16.1% | +65.1% | -81.2% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 3y: compounded portfolio wealth divided by compounded VYM 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…
3y analysis · Full analysis span regression · 6 months rolling