+31.2%
VCIT vs BIIB
-18.3%
+49.5%
-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 | -1.1% | +22.6% | -23.7% | -1.6% |
| 6M | -1.7% | +31.7% | -33.4% | -2.4% |
| YTD | -1.1% | +44.8% | -46.0% | -2.2% |
| 1Y | -0.4% | +63.9% | -64.3% | -1.7% |
| 3Y | +20.5% | +13.5% | +7.0% | +19.6% |
| 5Y | +3.8% | -5.6% | +9.4% | +3.0% |
| 10Y | +31.2% | -20.3% | +51.5% | +30.2% |
| All | +31.2% | -18.3% | +49.5% | +30.2% |
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