+170.2%
VEA vs BIIB
+262.7%
-92.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | 0.0% | -0.7% |
| 7D | +0.3% | -5.4% | +5.7% | +1.4% |
| 30D | +0.4% | +1.7% | -1.3% | 0.0% |
| 3M | +4.8% | +5.8% | -1.0% | +3.2% |
| 6M | +11.3% | +11.9% | -0.7% | +7.9% |
| YTD | +17.4% | +19.7% | -2.4% | +12.0% |
| 1Y | +26.2% | +46.7% | -20.5% | +15.3% |
| 3Y | +77.7% | -18.6% | +96.4% | +80.6% |
| 5Y | +60.9% | -29.8% | +90.7% | +64.8% |
| 10Y | +163.6% | -28.8% | +192.4% | +136.1% |
| All | +170.2% | +262.7% | -92.5% | +4.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling