+384.8%
V vs BIIB
-30.8%
+415.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | -2.9% | -5.4% | +2.5% | -2.1% |
| 30D | +1.9% | +1.7% | +0.1% | +1.6% |
| 3M | +13.2% | +5.8% | +7.4% | +12.1% |
| 6M | +16.7% | +11.9% | +4.8% | +14.5% |
| YTD | +5.4% | +19.7% | -14.4% | +2.2% |
| 1Y | +7.7% | +46.7% | -39.1% | +1.2% |
| 3Y | +52.0% | -18.6% | +70.6% | +53.3% |
| 5Y | +67.7% | -29.8% | +97.5% | +70.1% |
| 10Y | +384.8% | -28.8% | +413.6% | +360.0% |
| All | +384.8% | -30.8% | +415.6% | +360.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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