+30.6%
VCIT vs BIIB
-18.3%
+49.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.6% | 0.0% |
| 7D | +0.7% | +2.4% | -1.6% | +0.7% |
| 30D | +1.8% | +12.9% | -11.1% | +1.5% |
| 3M | -1.6% | +22.6% | -24.1% | -2.1% |
| 6M | -2.1% | +31.7% | -33.8% | -2.8% |
| YTD | -1.6% | +44.8% | -46.4% | -2.6% |
| 1Y | -0.8% | +63.9% | -64.7% | -2.2% |
| 3Y | +19.9% | +13.5% | +6.5% | +19.1% |
| 5Y | +3.3% | -5.6% | +8.9% | +2.5% |
| 10Y | +30.6% | -20.3% | +51.0% | +29.6% |
| All | +30.6% | -18.3% | +49.0% | +29.6% |
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